0.05Open0.05Pre Close0 Volume31 Open Interest24.00Strike Price0.00Turnover45.06%IV20.31%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0560Delta0.0516Gamma399.80Leverage Ratio-0.0058Theta0.0006Rho22.38Eff Leverage0.0055Vega