0.97Open0.97Pre Close0 Volume223 Open Interest47.00Strike Price0.00Turnover17.75%IV0.93%PremiumJul 19, 2024Expiry Date0.53Intrinsic Value100Multiplier16DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6477Delta0.2074Gamma44.21Leverage Ratio-0.0248Theta0.0134Rho28.64Eff Leverage0.0374Vega