0.06Open0.06Pre Close0 Volume72 Open Interest37.00Strike Price0.00Turnover63.84%IV16.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0523Delta0.0379Gamma531.67Leverage Ratio-0.0202Theta0.0003Rho27.78Eff Leverage0.0047Vega