0.31Open0.80Pre Close29 Volume39 Open Interest41.00Strike Price796.00Turnover700.13%IV5.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1665Delta0.1132Gamma215.15Leverage Ratio-14.0975Theta0.0000Rho-35.83Eff Leverage0.0008Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.