0.03Open0.03Pre Close0 Volume4 Open Interest76.00Strike Price0.00Turnover35.06%IV2.65%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0542Delta0.0846Gamma2601.33Leverage Ratio-0.0827Theta-0.0001Rho-140.92Eff Leverage0.0041Vega