0.04Open0.04Pre Close0 Volume86 Open Interest38.50Strike Price0.00Turnover40.02%IV5.47%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0715Delta0.1067Gamma913.50Leverage Ratio-0.0270Theta0.0002Rho65.29Eff Leverage0.0044Vega