0.05Open0.05Pre Close0 Volume26 Open Interest7.50Strike Price0.00Turnover251.52%IV77.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0822Delta0.0990Gamma85.20Leverage Ratio-0.0148Theta0.0001Rho7.00Eff Leverage0.0009Vega