0.05Open0.05Pre Close0 Volume203 Open Interest23.00Strike Price0.00Turnover34.05%IV6.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.1816Gamma433.20Leverage Ratio-0.0134Theta0.0004Rho45.82Eff Leverage0.0054Vega