0.03Open0.03Pre Close0 Volume11 Open Interest157.50Strike Price0.00Turnover37.17%IV6.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0069Gamma5631.33Leverage Ratio-0.0250Theta-0.0002Rho-85.05Eff Leverage0.0057Vega