0.04Open0.04Pre Close0 Volume219 Open Interest167.50Strike Price0.00Turnover60.70%IV17.10%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0024Gamma5722.80Leverage Ratio-0.0181Theta0.0001Rho47.46Eff Leverage0.0035Vega