0.06Open0.06Pre Close0 Volume83 Open Interest23.00Strike Price0.00Turnover808.35%IV13.37%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0795Delta0.0859Gamma339.00Leverage Ratio-3.0856Theta0.0000Rho26.96Eff Leverage0.0003Vega