0.05Open0.23Pre Close2 Volume171 Open Interest43.00Strike Price10.00Turnover26.65%IV1.99%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1372Delta0.3030Gamma844.20Leverage Ratio-0.0453Theta0.0002Rho115.79Eff Leverage0.0060Vega