0.05Open0.05Pre Close0 Volume32 Open Interest7.50Strike Price0.00Turnover122.05%IV36.04%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0975Delta0.1454Gamma111.00Leverage Ratio-0.0090Theta0.0002Rho10.83Eff Leverage0.0017Vega