0.22Open0.22Pre Close0 Volume852 Open Interest1.50Strike Price0.00Turnover104.29%IV11.11%PremiumNov 15, 2024Expiry Date0.06Intrinsic Value100Multiplier20DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5127Delta1.1184Gamma8.23Leverage Ratio-0.0034Theta-0.0005Rho-4.22Eff Leverage0.0014Vega