0.01Open0.01Pre Close0 Volume159 Open Interest7.00Strike Price0.00Turnover157.64%IV42.48%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0789Gamma492.00Leverage Ratio-0.0055Theta0.0000Rho15.21Eff Leverage0.0004Vega