0.00Open15.32Pre Close0 Volume27 Open Interest167.50Strike Price0.00Turnover57.54%IV2.33%PremiumOct 11, 2024Expiry Date11.69Intrinsic Value100Multiplier4DDays to Expiry3.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8634Delta0.0233Gamma12.85Leverage Ratio-0.2300Theta-0.0133Rho-11.09Eff Leverage0.0364Vega