0.30Open0.30Pre Close0 Volume100 Open Interest5.00Strike Price0.00Turnover60.36%IV6.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5321Delta0.4867Gamma15.32Leverage Ratio-0.0064Theta0.0017Rho8.15Eff Leverage0.0054Vega