0.15Open0.20Pre Close331 Volume745 Open Interest2.50Strike Price1.95KTurnover85.79%IV24.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2226Delta0.6936Gamma27.93Leverage Ratio-0.0031Theta0.0002Rho6.22Eff Leverage0.0015Vega