0.30Open0.30Pre Close0 Volume108 Open Interest4.00Strike Price0.00Turnover53.64%IV5.37%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier21DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5388Delta0.7961Gamma15.96Leverage Ratio-0.0046Theta-0.0012Rho-8.60Eff Leverage0.0037Vega