54.46Open54.46Pre Close0 Volume23 Open Interest382.50Strike Price0.00Turnover61.68%IV5.30%PremiumDec 20, 2024Expiry Date32.48Intrinsic Value100Multiplier4DDays to Expiry21.98Extrinsic Value100Contract SizeAmericanOptions Type0.9040Delta0.0064Gamma12.24Leverage Ratio-0.5845Theta0.0372Rho11.07Eff Leverage0.0738Vega