0.11Open0.11Pre Close0 Volume644 Open Interest70.00Strike Price0.00Turnover28.63%IV7.05%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1427Delta0.0584Gamma238.15Leverage Ratio-0.0290Theta0.0039Rho33.99Eff Leverage0.0304Vega