0.05Open0.05Pre Close0 Volume342 Open Interest33.00Strike Price0.00Turnover17.56%IV4.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1061Delta0.1838Gamma633.20Leverage Ratio-0.0081Theta0.0011Rho67.16Eff Leverage0.0104Vega