0.15Open0.15Pre Close0 Volume207 Open Interest77.00Strike Price0.00Turnover8.32%IV3.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1559Delta0.1285Gamma498.13Leverage Ratio-0.0084Theta0.0103Rho77.65Eff Leverage0.0532Vega