0.05Open0.05Pre Close0 Volume15 Open Interest137.56Strike Price0.00Turnover80.86%IV43.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0019Gamma1911.80Leverage Ratio-0.0144Theta0.0003Rho20.21Eff Leverage0.0050Vega