0.10Open0.10Pre Close0 Volume108 Open Interest37.00Strike Price0.00Turnover1325.68%IV14.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0544Delta0.0264Gamma430.30Leverage Ratio-11.3231Theta0.0000Rho-23.42Eff Leverage0.0003Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.