0.11Open0.11Pre Close0 Volume21 Open Interest56.00Strike Price0.00Turnover71.17%IV8.59%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.0524Gamma469.73Leverage Ratio-0.0822Theta0.0003Rho39.34Eff Leverage0.0064Vega