0.30Open0.30Pre Close0 Volume15 Open Interest17.50Strike Price0.00Turnover34.13%IV5.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3445Delta0.2707Gamma56.13Leverage Ratio-0.0131Theta0.0031Rho19.34Eff Leverage0.0147Vega