0.11Open0.11Pre Close0 Volume70 Open Interest94.50Strike Price0.00Turnover107.27%IV0.65%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2462Delta0.4205Gamma863.73Leverage Ratio-6.0603Theta0.0000Rho-212.65Eff Leverage0.0022Vega