9.45Open9.45Pre Close0 Volume11 Open Interest17.00Strike Price0.00Turnover91.22%IV16.01%PremiumSep 20, 2024Expiry Date5.80Intrinsic Value100Multiplier17DDays to Expiry3.65Extrinsic Value100Contract SizeAmericanOptions Type0.9455Delta0.0246Gamma3.83Leverage Ratio-0.0164Theta0.0073Rho3.62Eff Leverage0.0054Vega