0.03Open0.03Pre Close0 Volume135 Open Interest7.50Strike Price0.00Turnover171.46%IV109.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0765Gamma119.67Leverage Ratio-0.0039Theta0.0001Rho6.66Eff Leverage0.0010Vega