0.11Open0.11Pre Close0 Volume22 Open Interest46.00Strike Price0.00Turnover80.48%IV8.98%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1334Delta0.0701Gamma211.55Leverage Ratio-0.1066Theta0.0004Rho28.22Eff Leverage0.0082Vega