0.05Open0.05Pre Close0 Volume43 Open Interest46.00Strike Price0.00Turnover146.12%IV20.05%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0350Delta0.0206Gamma767.20Leverage Ratio-0.0490Theta0.0001Rho26.83Eff Leverage0.0020Vega