0.15Open0.15Pre Close0 Volume1 Open Interest55.00Strike Price0.00Turnover9.18%IV2.26%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2242Delta0.2553Gamma359.53Leverage Ratio-0.0103Theta0.0067Rho80.60Eff Leverage0.0381Vega