0.00Open11.76Pre Close0 Volume19 Open Interest79.00Strike Price0.00Turnover117.03%IV0.23%PremiumAug 2, 2024Expiry Date11.55Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8662Delta0.0183Gamma7.33Leverage Ratio-0.2877Theta0.0082Rho6.35Eff Leverage0.0218Vega