0.05Open0.05Pre Close0 Volume17 Open Interest17.50Strike Price0.00Turnover144.11%IV24.23%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0205Gamma460.60Leverage Ratio-0.0268Theta-0.0001Rho-15.34Eff Leverage0.0019Vega