0.01Open0.01Pre Close0 Volume46 Open Interest34.50Strike Price0.00Turnover430.25%IV8.90%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0165Delta0.0246Gamma3786.00Leverage Ratio-0.8165Theta0.0000Rho-62.41Eff Leverage0.0002Vega