0.11Open0.11Pre Close0 Volume5 Open Interest86.50Strike Price0.00Turnover160.60%IV7.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0537Delta0.0229Gamma852.18Leverage Ratio-0.6828Theta-0.0001Rho-45.73Eff Leverage0.0032Vega