0.11Open0.11Pre Close0 Volume275 Open Interest106.00Strike Price0.00Turnover16.18%IV2.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0604Delta0.0628Gamma2176.80Leverage Ratio-0.0236Theta-0.0007Rho-131.39Eff Leverage0.0141Vega