0.05Open0.05Pre Close0 Volume101 Open Interest17.50Strike Price0.00Turnover39.89%IV15.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0786Delta0.1003Gamma303.00Leverage Ratio-0.0051Theta0.0007Rho23.82Eff Leverage0.0054Vega