0.11Open0.11Pre Close0 Volume2 Open Interest17.50Strike Price0.00Turnover278.94%IV47.36%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0865Delta0.0516Gamma108.64Leverage Ratio-0.0686Theta0.0001Rho9.39Eff Leverage0.0017Vega