0.11Open0.11Pre Close0 Volume5 Open Interest15.00Strike Price0.00Turnover259.11%IV31.97%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1077Delta0.0803Gamma104.09Leverage Ratio-0.0831Theta0.0001Rho11.21Eff Leverage0.0016Vega