11.70Open11.70Pre Close0 Volume50 Open Interest25.00Strike Price0.00Turnover88.07%IV31.07%PremiumSep 20, 2024Expiry Date3.00Intrinsic Value100Multiplier27DDays to Expiry8.70Extrinsic Value100Contract SizeAmericanOptions Type0.7292Delta0.0496Gamma6.44Leverage Ratio-0.0439Theta0.0118Rho4.69Eff Leverage0.0251Vega