0.20Open0.65Pre Close5 Volume12 Open Interest42.00Strike Price120.00Turnover113.15%IV11.58%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1439Delta0.0415Gamma110.96Leverage Ratio-0.1599Theta-0.0007Rho-15.97Eff Leverage0.0109Vega
2865479 : $ProShares Short VIX Short-Term Futures ETF (SVXY.US)$ $-1X SHORT VIX MID-TERM FUTURES STRATEGY ETF (ZIVB.US)$ similiar.