0.05Open0.05Pre Close0 Volume37 Open Interest78.00Strike Price0.00Turnover91.27%IV19.02%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0144Delta0.0039Gamma1925.20Leverage Ratio-0.0319Theta-0.0002Rho-27.76Eff Leverage0.0038Vega