0.00Open3.80Pre Close0 Volume0 Open Interest11.50Strike Price0.00Turnover206.18%IV6.04%PremiumDec 20, 2024Expiry Date3.31Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.9534Delta0.0639Gamma2.48Leverage Ratio-0.0186Theta-0.0007Rho-2.37Eff Leverage0.0007Vega