0.00Open11.75Pre Close0 Volume3 Open Interest347.50Strike Price0.00Turnover34.53%IV0.64%PremiumJul 26, 2024Expiry Date9.59Intrinsic Value100Multiplier3DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8042Delta0.0247Gamma30.10Leverage Ratio-0.4211Theta-0.0219Rho-24.21Eff Leverage0.0909Vega