3.27Open3.27Pre Close0 Volume1 Open Interest115.00Strike Price0.00Turnover55.62%IV0.48%PremiumSep 20, 2024Expiry Date2.71Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7662Delta0.0788Gamma36.00Leverage Ratio-0.5010Theta0.0031Rho27.58Eff Leverage0.0214Vega