0.11Open0.11Pre Close0 Volume58 Open Interest532.50Strike Price0.00Turnover65.53%IV9.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0020Gamma4437.55Leverage Ratio-0.1100Theta0.0003Rho70.75Eff Leverage0.0119Vega