0.04Open0.04Pre Close0 Volume31 Open Interest19.50Strike Price0.00Turnover132.77%IV16.17%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0614Delta0.0776Gamma420.50Leverage Ratio-0.0370Theta0.0000Rho25.81Eff Leverage0.0014Vega