0.06Open0.06Pre Close0 Volume26 Open Interest7.50Strike Price0.00Turnover46.50%IV9.88%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2641Delta0.3953Gamma55.04Leverage Ratio-0.0058Theta0.0011Rho14.54Eff Leverage0.0058Vega