0.07Open0.07Pre Close0 Volume91 Open Interest47.00Strike Price0.00Turnover24.61%IV11.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0625Delta0.0433Gamma561.60Leverage Ratio-0.0066Theta0.0019Rho35.08Eff Leverage0.0142Vega