0.05Open0.05Pre Close0 Volume20 Open Interest14.00Strike Price0.00Turnover164.86%IV87.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0519Delta0.0409Gamma149.60Leverage Ratio-0.0083Theta0.0001Rho7.76Eff Leverage0.0017Vega