0.03Open0.03Pre Close0 Volume243 Open Interest4.50Strike Price0.00Turnover651.74%IV38.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0360Gamma242.33Leverage Ratio-0.1053Theta0.0000Rho-8.08Eff Leverage0.0002Vega