0.30Open0.30Pre Close0 Volume27 Open Interest10.00Strike Price0.00Turnover30.09%IV0.61%PremiumAug 16, 2024Expiry Date0.24Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7168Delta0.8819Gamma32.53Leverage Ratio-0.0096Theta-0.0011Rho-23.32Eff Leverage0.0044Vega