0.20Open0.20Pre Close0 Volume450 Open Interest5.00Strike Price0.00Turnover101.51%IV15.30%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3519Delta0.3944Gamma22.55Leverage Ratio-0.0116Theta0.0006Rho7.94Eff Leverage0.0034Vega