13.20Open4.35Pre Close40 Volume322 Open Interest149.00Strike Price27.35KTurnover73.28%IV2.35%PremiumAug 9, 2024Expiry Date2.05Intrinsic Value100Multiplier4DDays to Expiry3.45Extrinsic Value100Contract SizeAmericanOptions Type-0.5677Delta0.0333Gamma25.12Leverage Ratio-0.5434Theta-0.0100Rho-14.26Eff Leverage0.0635Vega
JonSnow : well done, also picked up some leveraged positions on vix today, nicely at cash vix 65,21
Anthony 27 OP JonSnow : Nice