0.05Open0.17Pre Close67 Volume80 Open Interest480.00Strike Price365.00Turnover41.36%IV3.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0982Delta0.0125Gamma765.06Leverage Ratio-0.5809Theta-0.0021Rho-75.16Eff Leverage0.0581Vega
JonSnow : Statistical proof?