0.00Open2.40Pre Close0 Volume120 Open Interest61.00Strike Price0.00Turnover18.66%IV2.42%PremiumDec 20, 2024Expiry Date0.90Intrinsic Value100Multiplier11DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6847Delta0.1760Gamma46.72Leverage Ratio-0.0377Theta0.0125Rho31.99Eff Leverage0.0384Vega