0.40Open0.40Pre Close0 Volume57 Open Interest86.00Strike Price0.00Turnover23.41%IV1.03%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2950Delta0.3689Gamma494.23Leverage Ratio-0.2080Theta-0.0005Rho-145.78Eff Leverage0.0138Vega