0.06Open0.06Pre Close0 Volume105 Open Interest235.00Strike Price0.00Turnover40.04%IV6.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0207Delta0.0064Gamma4170.33Leverage Ratio-0.0547Theta-0.0003Rho-86.19Eff Leverage0.0097Vega