0.03Open0.03Pre Close0 Volume20 Open Interest8.50Strike Price0.00Turnover211.81%IV37.12%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0224Delta0.0162Gamma449.00Leverage Ratio-0.0155Theta0.0000Rho-10.06Eff Leverage0.0008Vega