9.30Open9.30Pre Close0 Volume5 Open Interest177.00Strike Price0.00Turnover11.46%IV2.38%PremiumAug 16, 2024Expiry Date5.22Intrinsic Value100Multiplier15DDays to Expiry4.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9345Delta0.0728Gamma32.72Leverage Ratio-0.0082Theta-0.0180Rho-30.58Eff Leverage0.0385Vega