0.30Open0.30Pre Close0 Volume12 Open Interest41.00Strike Price0.00Turnover115.05%IV13.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1065Delta0.0329Gamma157.20Leverage Ratio-0.1270Theta-0.0005Rho-16.73Eff Leverage0.0089Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.