0.01Open0.01Pre Close0 Volume15 Open Interest36.00Strike Price0.00Turnover82.70%IV19.05%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0075Delta0.0053Gamma4446.00Leverage Ratio-0.0071Theta0.0000Rho-33.35Eff Leverage0.0010Vega