0.05Open0.05Pre Close0 Volume16 Open Interest8.50Strike Price0.00Turnover253.53%IV53.50%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0802Delta0.0976Gamma111.40Leverage Ratio-0.0242Theta0.0000Rho8.94Eff Leverage0.0009Vega