0.05Open0.05Pre Close0 Volume70 Open Interest84.00Strike Price0.00Turnover74.97%IV16.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0249Delta0.0107Gamma1444.20Leverage Ratio-0.0338Theta0.0002Rho36.02Eff Leverage0.0042Vega