0.01Open0.03Pre Close1 Volume390 Open Interest5.50Strike Price1.00Turnover69.40%IV11.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0506Delta0.2269Gamma619.00Leverage Ratio-0.0051Theta0.0000Rho-31.33Eff Leverage0.0007Vega