0.00Open87.50Pre Close0 Volume108 Open Interest865.00Strike Price0.00Turnover104.74%IV2.42%PremiumJul 26, 2024Expiry Date68.22Intrinsic Value100Multiplier4DDays to Expiry19.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7273Delta0.0035Gamma9.11Leverage Ratio-3.3976Theta-0.0752Rho-6.62Eff Leverage0.2994Vega