0.06Open0.06Pre Close0 Volume1 Open Interest12.00Strike Price0.00Turnover1440.15%IV19.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0616Delta0.0571Gamma247.00Leverage Ratio-3.4533Theta0.0000Rho-15.21Eff Leverage0.0002Vega