0.03Open0.03Pre Close0 Volume226 Open Interest9.50Strike Price0.00Turnover435.29%IV39.94%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0843Gamma227.00Leverage Ratio-0.0966Theta0.0000Rho12.78Eff Leverage0.0004Vega