0.05Open0.05Pre Close0 Volume30 Open Interest31.50Strike Price0.00Turnover103.70%IV9.03%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0557Delta0.0545Gamma691.40Leverage Ratio-0.0500Theta-0.0001Rho-38.53Eff Leverage0.0022Vega