0.15Open0.15Pre Close0 Volume61 Open Interest745.00Strike Price0.00Turnover37.60%IV8.67%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0009Gamma6796.33Leverage Ratio-0.0828Theta-0.0008Rho-72.41Eff Leverage0.0244Vega