0.05Open0.05Pre Close0 Volume14 Open Interest9.00Strike Price0.00Turnover127.96%IV33.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0357Delta0.0244Gamma269.00Leverage Ratio-0.0095Theta-0.0002Rho-9.61Eff Leverage0.0020Vega