0.15Open0.15Pre Close0 Volume32 Open Interest85.00Strike Price0.00Turnover39.70%IV8.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0813Delta0.0363Gamma525.33Leverage Ratio-0.0472Theta0.0011Rho42.71Eff Leverage0.0157Vega