0.05Open0.05Pre Close0 Volume246 Open Interest16.50Strike Price0.00Turnover89.50%IV11.82%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0936Delta0.1417Gamma296.00Leverage Ratio-0.0307Theta0.0001Rho27.72Eff Leverage0.0022Vega