0.15Open0.15Pre Close0 Volume1 Open Interest108.00Strike Price0.00Turnover6.79%IV0.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2688Delta0.3597Gamma715.60Leverage Ratio-0.0307Theta0.0045Rho192.38Eff Leverage0.0444Vega