0.36Open0.36Pre Close0 Volume71 Open Interest23.00Strike Price0.00Turnover3451.25%IV27.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.0883Delta0.0202Gamma87.08Leverage Ratio-31.9410Theta0.0000Rho-7.69Eff Leverage0.0004Vega