0.00Open4.57Pre Close0 Volume351 Open Interest149.00Strike Price0.00Turnover55.39%IV1.22%PremiumJul 26, 2024Expiry Date2.78Intrinsic Value100Multiplier3DDays to Expiry1.79Extrinsic Value100Contract SizeAmericanOptions Type-0.5611Delta0.0486Gamma29.54Leverage Ratio-0.4659Theta-0.0079Rho-16.58Eff Leverage0.0578Vega