0.10Open0.10Pre Close0 Volume30 Open Interest52.50Strike Price0.00Turnover67.81%IV11.54%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0699Delta0.0403Gamma471.60Leverage Ratio-0.0512Theta0.0003Rho32.94Eff Leverage0.0066Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.