0.06Open0.06Pre Close0 Volume4 Open Interest11.50Strike Price0.00Turnover360.30%IV24.14%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0511Delta0.0401Gamma251.33Leverage Ratio-0.1554Theta0.0000Rho-12.85Eff Leverage0.0008Vega