0.11Open0.11Pre Close0 Volume6 Open Interest10.00Strike Price0.00Turnover35.77%IV2.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3842Delta0.9117Gamma89.64Leverage Ratio-0.0168Theta0.0005Rho34.44Eff Leverage0.0045Vega