0.03Open0.03Pre Close0 Volume95 Open Interest185.00Strike Price0.00Turnover94.08%IV39.28%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0010Gamma4428.33Leverage Ratio-0.0165Theta0.0001Rho25.43Eff Leverage0.0029Vega