0.05Open0.05Pre Close0 Volume145 Open Interest41.50Strike Price0.00Turnover80.73%IV14.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0709Delta0.0434Gamma383.47Leverage Ratio-0.0468Theta0.0003Rho27.18Eff Leverage0.0052Vega