0.00Open11.76Pre Close0 Volume19 Open Interest79.00Strike Price0.00Turnover116.07%IV0.27%PremiumAug 2, 2024Expiry Date11.52Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.8684Delta0.0182Gamma7.33Leverage Ratio-0.2820Theta0.0082Rho6.36Eff Leverage0.0215Vega