0.12Open0.12Pre Close0 Volume15 Open Interest5.00Strike Price0.00Turnover21.85%IV0.39%PremiumJul 19, 2024Expiry Date0.10Intrinsic Value100Multiplier5DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7876Delta2.1738Gamma42.50Leverage Ratio-0.0043Theta0.0006Rho33.47Eff Leverage0.0018Vega