0.15Open0.15Pre Close0 Volume11 Open Interest22.50Strike Price0.00Turnover85.03%IV34.34%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0994Delta0.0504Gamma112.40Leverage Ratio-0.0142Theta0.0009Rho11.17Eff Leverage0.0071Vega