0.11Open0.11Pre Close0 Volume64 Open Interest22.50Strike Price0.00Turnover37.80%IV11.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0972Delta0.0744Gamma228.82Leverage Ratio-0.0089Theta-0.0014Rho-22.24Eff Leverage0.0105Vega