0.10Open0.07Pre Close107 Volume131 Open Interest515.00Strike Price527.00Turnover31.08%IV4.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0104Delta0.0032Gamma16492.67Leverage Ratio-0.0300Theta0.0002Rho171.76Eff Leverage0.0076Vega
JonSnow : Statistical proof?