0.03Open0.03Pre Close0 Volume166 Open Interest32.00Strike Price0.00Turnover45.05%IV5.33%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.1282Gamma1013.67Leverage Ratio-0.0255Theta0.0001Rho68.65Eff Leverage0.0030Vega