0.05Open0.05Pre Close0 Volume11 Open Interest97.00Strike Price0.00Turnover119.68%IV31.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0044Gamma1475.00Leverage Ratio-0.0350Theta0.0001Rho23.52Eff Leverage0.0030Vega