0.34Open1.10Pre Close1 Volume11 Open Interest564.00Strike Price34.00Turnover34.04%IV3.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.0630Delta0.0099Gamma1600.62Leverage Ratio-0.3208Theta0.0016Rho100.91Eff Leverage0.0456Vega
JonSnow : Statistical proof?