0.05Open0.05Pre Close0 Volume23 Open Interest61.00Strike Price0.00Turnover44.76%IV3.38%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0746Delta0.0949Gamma1261.60Leverage Ratio-0.0500Theta-0.0001Rho-94.08Eff Leverage0.0047Vega