0.11Open0.11Pre Close0 Volume20 Open Interest5.50Strike Price0.00Turnover148.58%IV20.03%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1146Delta0.1563Gamma89.87Leverage Ratio-0.0211Theta-0.0001Rho-10.30Eff Leverage0.0016Vega