0.03Open0.03Pre Close0 Volume64 Open Interest4.00Strike Price0.00Turnover3003.25%IV58.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0931Delta0.2138Gamma85.00Leverage Ratio-1.6645Theta0.0000Rho7.91Eff Leverage0.0000Vega