0.02Open0.02Pre Close0 Volume647 Open Interest26.00Strike Price0.00Turnover26.73%IV9.42%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0422Delta0.0757Gamma1189.00Leverage Ratio-0.0041Theta0.0003Rho50.13Eff Leverage0.0040Vega