0.05Open0.05Pre Close0 Volume13 Open Interest39.00Strike Price0.00Turnover45.25%IV5.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0687Delta0.0815Gamma826.00Leverage Ratio-0.0334Theta-0.0002Rho-56.77Eff Leverage0.0048Vega