0.03Open0.03Pre Close0 Volume91 Open Interest17.00Strike Price0.00Turnover74.19%IV14.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0389Delta0.0454Gamma664.33Leverage Ratio-0.0123Theta-0.0001Rho-25.84Eff Leverage0.0021Vega