0.03Open0.03Pre Close0 Volume438 Open Interest4.00Strike Price0.00Turnover251.75%IV49.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0962Delta0.2307Gamma89.67Leverage Ratio-0.0134Theta0.0000Rho8.63Eff Leverage0.0005Vega