0.05Open0.05Pre Close0 Volume12 Open Interest27.50Strike Price0.00Turnover150.29%IV34.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0156Delta0.0046Gamma832.80Leverage Ratio-0.0217Theta-0.0001Rho-12.96Eff Leverage0.0022Vega