0.03Open0.03Pre Close0 Volume138 Open Interest10.50Strike Price0.00Turnover1401.34%IV15.29%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0530Delta0.0838Gamma412.00Leverage Ratio-3.3127Theta0.0000Rho-21.84Eff Leverage0.0001Vega