0.06Open0.06Pre Close0 Volume200 Open Interest20.50Strike Price0.00Turnover119.19%IV17.15%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0775Delta0.0428Gamma197.36Leverage Ratio-0.0479Theta-0.0003Rho-15.29Eff Leverage0.0041Vega