9.30Open9.30Pre Close0 Volume5 Open Interest970.00Strike Price0.00Turnover220.32%IV23.80%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry9.30Extrinsic Value100Contract SizeAmericanOptions Type0.1415Delta0.0016Gamma85.06Leverage Ratio-6.2297Theta0.0065Rho12.04Eff Leverage0.1412Vega