0.03Open0.03Pre Close0 Volume1.76K Open Interest20.00Strike Price0.00Turnover21.48%IV5.27%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0793Delta0.1797Gamma702.67Leverage Ratio-0.0047Theta-0.0005Rho-55.72Eff Leverage0.0056Vega