0.11Open0.11Pre Close0 Volume4 Open Interest287.50Strike Price0.00Turnover108.03%IV15.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0118Delta0.0012Gamma3102.82Leverage Ratio-0.1076Theta-0.0002Rho-36.61Eff Leverage0.0075Vega