0.05Open0.10Pre Close20 Volume104 Open Interest512.50Strike Price102.00Turnover29.78%IV3.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0052Gamma9895.60Leverage Ratio-0.0500Theta0.0003Rho169.38Eff Leverage0.0116Vega
JonSnow : Statistical proof?