4.00Open7.22Pre Close52 Volume6 Open Interest146.00Strike Price26.61KTurnover76.63%IV2.23%PremiumAug 9, 2024Expiry Date1.96Intrinsic Value100Multiplier4DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.5471Delta0.0319Gamma24.16Leverage Ratio-0.5985Theta0.0091Rho13.21Eff Leverage0.0642Vega
JonSnow : well done, also picked up some leveraged positions on vix today, nicely at cash vix 65,21
Anthony 27 OP JonSnow : Nice