0.11Open0.11Pre Close0 Volume58 Open Interest532.50Strike Price0.00Turnover56.64%IV9.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0020Gamma4437.55Leverage Ratio-0.1077Theta0.0004Rho70.78Eff Leverage0.0138Vega