0.03Open0.03Pre Close0 Volume615 Open Interest9.00Strike Price0.00Turnover74.68%IV35.59%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0612Delta0.0997Gamma222.00Leverage Ratio-0.0034Theta0.0002Rho13.59Eff Leverage0.0020Vega