0.05Open0.40Pre Close2 Volume59 Open Interest137.00Strike Price10.00Turnover50.44%IV0.34%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1927Delta0.5819Gamma2731.80Leverage Ratio-3.8086Theta0.0000Rho526.51Eff Leverage0.0026Vega