0.11Open0.11Pre Close0 Volume106 Open Interest107.00Strike Price0.00Turnover60.47%IV7.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.0254Gamma904.09Leverage Ratio-0.0944Theta0.0003Rho52.12Eff Leverage0.0087Vega