0.05Open0.05Pre Close0 Volume11 Open Interest20.00Strike Price0.00Turnover103.78%IV75.88%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0407Delta0.0260Gamma228.00Leverage Ratio-0.0049Theta0.0003Rho9.28Eff Leverage0.0028Vega