0.05Open0.05Pre Close0 Volume45 Open Interest27.00Strike Price0.00Turnover136.61%IV11.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0679Delta0.0762Gamma484.40Leverage Ratio-0.1103Theta0.0000Rho32.88Eff Leverage0.0017Vega