0.03Open0.03Pre Close0 Volume32 Open Interest15.00Strike Price0.00Turnover107.17%IV29.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0454Delta0.0564Gamma386.00Leverage Ratio-0.0110Theta0.0001Rho17.53Eff Leverage0.0015Vega