0.00Open0.05Pre Close0 Volume477 Open Interest66.00Strike Price0.00Turnover26.08%IV7.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0375Delta0.0249Gamma1430.40Leverage Ratio-0.0111Theta-0.0007Rho-53.61Eff Leverage0.0103Vega