0.03Open0.03Pre Close0 Volume516 Open Interest4.50Strike Price0.00Turnover328.12%IV71.59%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0829Delta0.1691Gamma88.00Leverage Ratio-0.0156Theta0.0000Rho7.30Eff Leverage0.0004Vega