0.00Open226.30Pre Close0 Volume4 Open Interest5355.00Strike Price0.00Turnover27.60%IV1.82%PremiumJul 24, 2024Expiry Date126.44Intrinsic Value100Multiplier0DDays to Expiry99.86Extrinsic Value100Contract SizeEuropeanOptions Type0.9734Delta0.0010Gamma43.31Leverage Ratio-3.8557Theta0.0875Rho42.16Eff Leverage0.1381Vega