0.03Open0.20Pre Close1 Volume74 Open Interest36.00Strike Price3.00Turnover1219.05%IV16.41%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0206Delta0.0129Gamma1434.33Leverage Ratio-4.4887Theta0.0000Rho-29.49Eff Leverage0.0002Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.