0.05Open0.05Pre Close0 Volume27 Open Interest150.00Strike Price0.00Turnover4.00%IV1.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1035Delta0.1771Gamma2969.60Leverage Ratio-0.0104Theta0.0045Rho307.39Eff Leverage0.0447Vega