23.43Open32.44Pre Close7 Volume4.00K Open Interest120.00Strike Price16.79KTurnover119.68%IV0.25%PremiumAug 9, 2024Expiry Date27.24Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.9425Delta0.0060Gamma5.28Leverage Ratio-0.2452Theta0.0135Rho4.97Eff Leverage0.0186Vega
JonSnow : well done, also picked up some leveraged positions on vix today, nicely at cash vix 65,21
Anthony 27 OP JonSnow : Nice