0.05Open0.05Pre Close0 Volume508 Open Interest17.00Strike Price0.00Turnover93.72%IV47.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0509Delta0.0412Gamma231.00Leverage Ratio-0.0065Theta0.0003Rho11.75Eff Leverage0.0028Vega