0.03Open0.03Pre Close0 Volume739 Open Interest23.00Strike Price0.00Turnover56.25%IV13.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0496Delta0.0689Gamma677.00Leverage Ratio-0.0114Theta0.0002Rho33.59Eff Leverage0.0027Vega