0.03Open0.03Pre Close0 Volume5 Open Interest85.00Strike Price0.00Turnover135.79%IV45.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0102Delta0.0030Gamma1949.33Leverage Ratio-0.0195Theta0.0001Rho19.84Eff Leverage0.0018Vega