0.10Open0.05Pre Close11 Volume55 Open Interest485.00Strike Price113.00Turnover25.76%IV2.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0714Delta0.0158Gamma1808.33Leverage Ratio-0.2557Theta-0.0015Rho-129.06Eff Leverage0.0456Vega
JonSnow : Statistical proof?