0.11Open0.11Pre Close0 Volume23 Open Interest37.00Strike Price0.00Turnover3801.01%IV29.80%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0264Gamma259.91Leverage Ratio-40.8339Theta0.0000Rho15.60Eff Leverage0.0001Vega