6.30Open15.05Pre Close107 Volume6 Open Interest136.00Strike Price111.71KTurnover80.90%IV1.18%PremiumAug 9, 2024Expiry Date11.95Intrinsic Value100Multiplier4DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.8480Delta0.0185Gamma11.32Leverage Ratio-0.3772Theta0.0127Rho9.59Eff Leverage0.0370Vega
JonSnow : well done, also picked up some leveraged positions on vix today, nicely at cash vix 65,21
Anthony 27 OP JonSnow : Nice