0.11Open0.11Pre Close0 Volume2 Open Interest165.00Strike Price0.00Turnover110.40%IV15.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0060Gamma1296.18Leverage Ratio-0.1080Theta0.0002Rho35.88Eff Leverage0.0061Vega