0.50Open0.55Pre Close198 Volume52 Open Interest505.00Strike Price12.39KTurnover22.15%IV2.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0496Delta0.0169Gamma3958.24Leverage Ratio-0.1250Theta0.0007Rho196.36Eff Leverage0.0281Vega
JonSnow : Statistical proof?