0.00Open111.49Pre Close0 Volume502 Open Interest900.00Strike Price0.00Turnover107.53%IV1.04%PremiumJul 26, 2024Expiry Date103.22Intrinsic Value100Multiplier4DDays to Expiry8.27Extrinsic Value100Contract SizeAmericanOptions Type-0.8393Delta0.0026Gamma7.15Leverage Ratio-2.3974Theta-0.0836Rho-6.00Eff Leverage0.2177Vega