0.05Open0.05Pre Close0 Volume136 Open Interest85.00Strike Price0.00Turnover51.11%IV22.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0211Delta0.0076Gamma1392.20Leverage Ratio-0.0125Theta0.0005Rho29.34Eff Leverage0.0066Vega