0.40Open0.40Pre Close0 Volume2 Open Interest2.50Strike Price0.00Turnover92.91%IV2.11%PremiumOct 18, 2024Expiry Date0.34Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8039Delta0.5826Gamma7.10Leverage Ratio-0.0059Theta0.0006Rho5.71Eff Leverage0.0014Vega