0.05Open0.05Pre Close0 Volume11 Open Interest4.50Strike Price0.00Turnover207.28%IV87.24%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.1846Gamma48.60Leverage Ratio-0.0063Theta0.0001Rho5.61Eff Leverage0.0010Vega