0.03Open0.03Pre Close0 Volume202 Open Interest4.00Strike Price0.00Turnover671.12%IV64.49%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0913Delta0.2046Gamma81.67Leverage Ratio-0.0733Theta0.0000Rho7.46Eff Leverage0.0002Vega