0.15Open0.15Pre Close0 Volume2 Open Interest35.00Strike Price0.00Turnover54.01%IV12.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0805Delta0.0379Gamma266.20Leverage Ratio-0.0233Theta-0.0010Rho-21.44Eff Leverage0.0109Vega