3.68Open3.68Pre Close0 Volume1 Open Interest8.00Strike Price0.00Turnover833.92%IV9.16%PremiumJul 26, 2024Expiry Date2.70Intrinsic Value100Multiplier1DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.7983Delta0.0532Gamma3.08Leverage Ratio-0.6667Theta0.0002Rho2.46Eff Leverage0.0018Vega