0.15Open0.15Pre Close0 Volume2 Open Interest84.00Strike Price0.00Turnover6.49%IV1.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2115Delta0.2297Gamma551.60Leverage Ratio-0.0115Theta0.0095Rho116.65Eff Leverage0.0558Vega