0.15Open0.30Pre Close55 Volume15 Open Interest36.00Strike Price596.00Turnover127.84%IV23.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0202Delta0.0076Gamma943.20Leverage Ratio-0.0306Theta-0.0001Rho-19.02Eff Leverage0.0025Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.