0.00Open0.05Pre Close0 Volume38 Open Interest35.00Strike Price0.00Turnover21.73%IV8.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0687Delta0.0785Gamma645.20Leverage Ratio-0.0054Theta0.0013Rho44.30Eff Leverage0.0103Vega