0.11Open0.11Pre Close0 Volume22 Open Interest10.50Strike Price0.00Turnover411.06%IV51.57%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1190Delta0.0934Gamma63.64Leverage Ratio-0.0889Theta0.0000Rho7.57Eff Leverage0.0010Vega