0.01Open0.01Pre Close0 Volume358 Open Interest20.50Strike Price0.00Turnover442.23%IV24.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0071Gamma2718.00Leverage Ratio-0.1258Theta0.0000Rho-23.67Eff Leverage0.0002Vega