3.27Open3.27Pre Close0 Volume1 Open Interest115.00Strike Price0.00Turnover54.70%IV0.48%PremiumSep 20, 2024Expiry Date2.71Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7663Delta0.0788Gamma36.00Leverage Ratio-0.4869Theta0.0032Rho27.58Eff Leverage0.0218Vega