0.03Open0.03Pre Close0 Volume2.48K Open Interest14.00Strike Price0.00Turnover1035.67%IV18.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0591Delta0.0958Gamma394.67Leverage Ratio-1.8889Theta0.0000Rho23.32Eff Leverage0.0001Vega