0.05Open0.05Pre Close0 Volume2 Open Interest27.00Strike Price0.00Turnover99.12%IV11.38%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0511Delta0.0462Gamma608.20Leverage Ratio-0.0429Theta-0.0001Rho-31.06Eff Leverage0.0024Vega