0.05Open0.05Pre Close0 Volume247 Open Interest17.50Strike Price0.00Turnover61.05%IV12.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0897Delta0.1304Gamma313.40Leverage Ratio-0.0158Theta0.0002Rho28.11Eff Leverage0.0033Vega