0.21Open0.21Pre Close0 Volume12 Open Interest104.00Strike Price0.00Turnover11.07%IV3.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1536Delta0.0892Gamma480.76Leverage Ratio-0.0170Theta0.0086Rho73.83Eff Leverage0.0567Vega