0.05Open0.05Pre Close0 Volume5 Open Interest43.00Strike Price0.00Turnover73.17%IV2.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1261Delta0.2576Gamma841.20Leverage Ratio-0.3317Theta0.0000Rho106.06Eff Leverage0.0023Vega