0.03Open0.03Pre Close0 Volume417 Open Interest21.00Strike Price0.00Turnover149.17%IV11.74%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0894Gamma627.33Leverage Ratio-0.0924Theta0.0000Rho35.53Eff Leverage0.0010Vega