3.40Open3.40Pre Close0 Volume40 Open Interest80.00Strike Price0.00Turnover888.07%IV2.99%PremiumJul 19, 2024Expiry Date1.04Intrinsic Value100Multiplier-1DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5400Delta0.0559Gamma23.22Leverage Ratio-38.6220Theta0.0000Rho-12.54Eff Leverage0.0032Vega