0.03Open0.03Pre Close0 Volume537 Open Interest9.00Strike Price0.00Turnover570.24%IV71.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0659Gamma175.33Leverage Ratio-0.0300Theta0.0000Rho8.86Eff Leverage0.0003Vega