0.05Open0.05Pre Close0 Volume13 Open Interest17.00Strike Price0.00Turnover145.12%IV78.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0456Delta0.0322Gamma191.00Leverage Ratio-0.0082Theta0.0002Rho8.71Eff Leverage0.0020Vega