0.05Open0.05Pre Close0 Volume91 Open Interest10.00Strike Price0.00Turnover9.95%IV0.40%PremiumJul 19, 2024Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5108Delta3.3593Gamma199.80Leverage Ratio-0.0040Theta-0.0006Rho-102.06Eff Leverage0.0048Vega