0.00Open2.63Pre Close0 Volume65 Open Interest36.50Strike Price0.00Turnover40.77%IV0.12%PremiumJul 5, 2024Expiry Date2.59Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9494Delta0.0804Gamma12.97Leverage Ratio-0.0126Theta-0.0023Rho-12.31Eff Leverage0.0038Vega