0.05Open0.05Pre Close0 Volume876 Open Interest13.00Strike Price0.00Turnover59.32%IV11.16%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1126Delta0.2020Gamma234.80Leverage Ratio-0.0132Theta0.0002Rho26.43Eff Leverage0.0031Vega