0.05Open0.05Pre Close0 Volume15 Open Interest27.00Strike Price0.00Turnover2.53%IV0.15%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6383Delta4.4898Gamma540.20Leverage Ratio-0.0053Theta0.0026Rho344.82Eff Leverage0.0122Vega