0.02Open0.02Pre Close0 Volume100 Open Interest23.00Strike Price0.00Turnover71.22%IV12.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0393Delta0.0657Gamma1027.00Leverage Ratio-0.0150Theta0.0001Rho40.36Eff Leverage0.0015Vega