0.05Open0.05Pre Close0 Volume15 Open Interest27.00Strike Price0.00Turnover2.49%IV0.15%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6405Delta4.5080Gamma540.20Leverage Ratio-0.0052Theta0.0026Rho345.98Eff Leverage0.0123Vega