0.05Open0.05Pre Close0 Volume100 Open Interest2.50Strike Price0.00Turnover165.05%IV64.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1733Delta0.3992Gamma31.00Leverage Ratio-0.0036Theta0.0001Rho5.37Eff Leverage0.0010Vega