0.11Open0.11Pre Close0 Volume26 Open Interest22.00Strike Price0.00Turnover85.08%IV8.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1485Delta0.1564Gamma184.82Leverage Ratio-0.0619Theta0.0002Rho27.45Eff Leverage0.0040Vega