3.64Open3.64Pre Close0 Volume1 Open Interest77.00Strike Price0.00Turnover40.33%IV3.64%PremiumNov 15, 2024Expiry Date0.81Intrinsic Value100Multiplier10DDays to Expiry2.83Extrinsic Value100Contract SizeAmericanOptions Type0.5828Delta0.0758Gamma30.82Leverage Ratio-0.1100Theta0.0115Rho17.96Eff Leverage0.0499Vega