0.05Open0.05Pre Close0 Volume6 Open Interest37.00Strike Price0.00Turnover43.26%IV17.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0440Delta0.0325Gamma629.40Leverage Ratio-0.0081Theta0.0006Rho27.70Eff Leverage0.0062Vega