11.02Open11.02Pre Close0 Volume1 Open Interest25.00Strike Price0.00Turnover114.55%IV35.66%PremiumSep 20, 2024Expiry Date3.27Intrinsic Value100Multiplier5DDays to Expiry7.75Extrinsic Value100Contract SizeAmericanOptions Type-0.8338Delta0.0856Gamma6.21Leverage Ratio-0.0691Theta-0.0026Rho-5.18Eff Leverage0.0064Vega