4.44Open4.61Pre Close4 Volume87 Open Interest211.00Strike Price2.30KTurnover37.38%IV0.11%PremiumAug 12, 2024Expiry Date6.18Intrinsic Value100Multiplier0DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9893Delta0.0137Gamma33.01Leverage Ratio-0.0535Theta-0.0012Rho-32.66Eff Leverage0.0021Vega
10baggerbamm : if the US cut rates that hurts the carry trade portion that still needs to cover and now forces Japan to cut even further which would create another sell-off due to margin calls from dollar yen spike