0.21Open0.21Pre Close0 Volume20 Open Interest17.00Strike Price0.00Turnover19.13%IV1.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4413Delta0.8527Gamma112.73Leverage Ratio-0.0135Theta0.0015Rho49.75Eff Leverage0.0095Vega