0.10Open0.17Pre Close38 Volume36 Open Interest34.00Strike Price245.00Turnover150.96%IV28.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0173Delta0.0056Gamma943.20Leverage Ratio-0.0313Theta-0.0001Rho-16.29Eff Leverage0.0022Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.