0.03Open0.03Pre Close0 Volume17 Open Interest16.50Strike Price0.00Turnover250.06%IV9.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0574Delta0.0966Gamma608.33Leverage Ratio-0.2652Theta0.0000Rho-34.93Eff Leverage0.0005Vega