0.05Open0.05Pre Close0 Volume15 Open Interest27.00Strike Price0.00Turnover2.51%IV0.15%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6394Delta4.4990Gamma540.20Leverage Ratio-0.0053Theta0.0026Rho345.41Eff Leverage0.0123Vega