0.05Open0.05Pre Close2 Volume88 Open Interest525.00Strike Price21.00Turnover42.13%IV5.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0296Delta0.0048Gamma3108.06Leverage Ratio-0.1568Theta0.0007Rho91.99Eff Leverage0.0226Vega
JonSnow : Statistical proof?