0.05Open0.05Pre Close0 Volume5 Open Interest17.50Strike Price0.00Turnover132.95%IV19.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0705Delta0.0807Gamma294.00Leverage Ratio-0.0354Theta0.0001Rho20.73Eff Leverage0.0017Vega