0.03Open0.03Pre Close0 Volume4.89K Open Interest173.00Strike Price0.00Turnover960.18%IV21.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0044Delta0.0006Gamma7391.00Leverage Ratio-3.2127Theta0.0000Rho-32.29Eff Leverage0.0003Vega