3.60Open3.60Pre Close0 Volume102 Open Interest100.00Strike Price0.00Turnover146.68%IV14.37%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.3411Delta0.0209Gamma25.16Leverage Ratio-0.5253Theta0.0048Rho8.58Eff Leverage0.0439Vega