0.03Open0.03Pre Close0 Volume25 Open Interest7.50Strike Price0.00Turnover111.78%IV20.48%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0863Delta0.1979Gamma208.33Leverage Ratio-0.0124Theta0.0001Rho17.98Eff Leverage0.0011Vega