0.06Open0.06Pre Close0 Volume305 Open Interest77.50Strike Price0.00Turnover21.70%IV2.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0875Delta0.1077Gamma1324.00Leverage Ratio-0.0386Theta-0.0005Rho-115.82Eff Leverage0.0108Vega