0.03Open0.03Pre Close0 Volume2.96K Open Interest135.00Strike Price0.00Turnover690.51%IV15.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0080Delta0.0020Gamma5305.00Leverage Ratio-2.9174Theta0.0000Rho-42.61Eff Leverage0.0004Vega