0.06Open0.06Pre Close0 Volume8 Open Interest134.00Strike Price0.00Turnover60.91%IV14.03%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0220Delta0.0070Gamma1959.50Leverage Ratio-0.0391Theta0.0003Rho43.16Eff Leverage0.0065Vega