0.05Open0.05Pre Close0 Volume58 Open Interest4.50Strike Price0.00Turnover136.82%IV24.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1538Delta0.3504Gamma73.20Leverage Ratio-0.0120Theta0.0001Rho11.25Eff Leverage0.0012Vega