0.04Open0.04Pre Close0 Volume27 Open Interest15.50Strike Price0.00Turnover63.14%IV11.56%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0626Delta0.1305Gamma557.20Leverage Ratio-0.0125Theta0.0001Rho34.91Eff Leverage0.0018Vega