0.20Open0.20Pre Close0 Volume15 Open Interest7.50Strike Price0.00Turnover89.60%IV6.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3394Delta0.4386Gamma38.95Leverage Ratio-0.0302Theta-0.0004Rho-13.22Eff Leverage0.0034Vega