0.05Open0.05Pre Close0 Volume24 Open Interest46.00Strike Price0.00Turnover38.19%IV7.14%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0629Delta0.0664Gamma859.60Leverage Ratio-0.0226Theta0.0003Rho54.08Eff Leverage0.0060Vega