0.11Open0.11Pre Close0 Volume53 Open Interest147.50Strike Price0.00Turnover25.65%IV4.17%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0598Delta0.0281Gamma1398.18Leverage Ratio-0.0534Theta-0.0010Rho-83.62Eff Leverage0.0196Vega