0.03Open0.03Pre Close0 Volume83 Open Interest15.00Strike Price0.00Turnover2174.15%IV36.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0152Delta0.0074Gamma784.67Leverage Ratio-2.4443Theta0.0000Rho-11.93Eff Leverage0.0001Vega