8.00Open14.00Pre Close124 Volume5 Open Interest135.00Strike Price113.68KTurnover101.32%IV1.05%PremiumAug 9, 2024Expiry Date12.95Intrinsic Value100Multiplier4DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.8165Delta0.0165Gamma10.05Leverage Ratio-0.5307Theta0.0122Rho8.20Eff Leverage0.0422Vega
JonSnow : well done, also picked up some leveraged positions on vix today, nicely at cash vix 65,21
Anthony 27 OP JonSnow : Nice