0.05Open0.05Pre Close0 Volume1 Open Interest540.00Strike Price0.00Turnover86.47%IV22.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0004Gamma8846.00Leverage Ratio-0.0458Theta0.0002Rho42.76Eff Leverage0.0054Vega