0.01Open0.01Pre Close0 Volume26 Open Interest16.50Strike Price0.00Turnover256.22%IV13.26%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0362Gamma1901.00Leverage Ratio-0.1085Theta0.0000Rho-37.94Eff Leverage0.0003Vega