0.11Open0.11Pre Close0 Volume13 Open Interest217.50Strike Price0.00Turnover160.80%IV15.98%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0039Gamma1705.73Leverage Ratio-0.4497Theta0.0001Rho38.09Eff Leverage0.0045Vega