0.40Open0.40Pre Close0 Volume5 Open Interest22.50Strike Price0.00Turnover631.86%IV504.22%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2335Delta0.0624Gamma9.48Leverage Ratio-0.0487Theta0.0002Rho2.21Eff Leverage0.0024Vega