0.35Open0.35Pre Close0 Volume106 Open Interest107.50Strike Price0.00Turnover81.12%IV2.48%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2061Delta0.0957Gamma313.91Leverage Ratio-1.0481Theta-0.0003Rho-64.70Eff Leverage0.0105Vega