0.05Open0.05Pre Close0 Volume12 Open Interest220.00Strike Price0.00Turnover40.73%IV26.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0015Gamma3474.80Leverage Ratio-0.0096Theta0.0009Rho31.71Eff Leverage0.0102Vega