0.03Open0.03Pre Close0 Volume21 Open Interest85.00Strike Price0.00Turnover51.69%IV11.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0206Delta0.0123Gamma2535.33Leverage Ratio-0.0204Theta0.0002Rho52.21Eff Leverage0.0039Vega