0.02Open0.02Pre Close0 Volume125 Open Interest8.00Strike Price0.00Turnover513.74%IV72.17%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0007Gamma1433.50Leverage Ratio-0.0150Theta0.0000Rho-5.24Eff Leverage0.0003Vega