0.05Open0.05Pre Close0 Volume57 Open Interest114.00Strike Price0.00Turnover79.22%IV19.52%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0179Delta0.0056Gamma1908.40Leverage Ratio-0.0337Theta0.0002Rho34.23Eff Leverage0.0044Vega