0.11Open0.11Pre Close0 Volume25 Open Interest4.50Strike Price0.00Turnover140.02%IV28.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1110Delta0.1053Gamma55.91Leverage Ratio-0.0106Theta-0.0003Rho-6.21Eff Leverage0.0024Vega