0.05Open0.05Pre Close0 Volume33 Open Interest27.00Strike Price0.00Turnover3.09%IV0.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4547Delta2.7215Gamma538.80Leverage Ratio-0.0044Theta0.0037Rho244.98Eff Leverage0.0186Vega