0.05Open0.05Pre Close0 Volume27 Open Interest22.50Strike Price0.00Turnover30.87%IV5.37%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1185Delta0.2265Gamma428.00Leverage Ratio-0.0135Theta0.0004Rho50.71Eff Leverage0.0056Vega