5.77Open5.77Pre Close0 Volume3 Open Interest36.00Strike Price0.00Turnover150.69%IV8.58%PremiumSep 20, 2024Expiry Date2.47Intrinsic Value100Multiplier2DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.7272Delta0.0704Gamma11.57Leverage Ratio-0.3545Theta0.0016Rho8.41Eff Leverage0.0104Vega