11.40Open11.40Pre Close0 Volume1 Open Interest547.00Strike Price0.00Turnover20.88%IV2.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry11.40Extrinsic Value100Contract SizeAmericanOptions Type0.3676Delta0.0490Gamma282.71Leverage Ratio-1.0490Theta0.0091Rho103.93Eff Leverage0.1386Vega
JonSnow : Statistical proof?