0.06Open0.06Pre Close0 Volume261 Open Interest7.00Strike Price0.00Turnover2604.46%IV28.13%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1242Delta0.1943Gamma91.83Leverage Ratio-5.3948Theta0.0000Rho11.41Eff Leverage0.0001Vega