0.20Open0.25Pre Close1 Volume26 Open Interest49.00Strike Price20.00Turnover39.05%IV4.33%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1887Delta0.1374Gamma235.80Leverage Ratio-0.0653Theta0.0010Rho44.50Eff Leverage0.0136Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.