0.06Open0.06Pre Close0 Volume22 Open Interest30.50Strike Price0.00Turnover85.10%IV15.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0602Delta0.0498Gamma439.33Leverage Ratio-0.0308Theta0.0002Rho26.44Eff Leverage0.0034Vega