11.32Open11.32Pre Close0 Volume13 Open Interest27.00Strike Price0.00Turnover66.28%IV31.41%PremiumSep 20, 2024Expiry Date2.16Intrinsic Value100Multiplier7DDays to Expiry9.16Extrinsic Value100Contract SizeAmericanOptions Type0.8061Delta0.0986Gamma11.66Leverage Ratio-0.0538Theta0.0044Rho9.40Eff Leverage0.0115Vega