0.05Open0.05Pre Close0 Volume20 Open Interest85.00Strike Price0.00Turnover170.10%IV51.23%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0147Delta0.0036Gamma1124.80Leverage Ratio-0.0343Theta0.0001Rho16.48Eff Leverage0.0022Vega