0.03Open0.03Pre Close0 Volume403 Open Interest7.50Strike Price0.00Turnover1860.29%IV1580.80%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1453Delta0.3304Gamma14.94Leverage Ratio-0.0241Theta0.0000Rho2.17Eff Leverage0.0001Vega