0.15Open0.15Pre Close0 Volume53 Open Interest66.00Strike Price0.00Turnover71.17%IV3.01%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1632Delta0.1401Gamma428.13Leverage Ratio-0.4018Theta0.0002Rho69.87Eff Leverage0.0061Vega