0.05Open0.05Pre Close0 Volume12 Open Interest59.00Strike Price0.00Turnover14.48%IV3.40%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1307Delta0.1375Gamma571.10Leverage Ratio-0.0138Theta0.0026Rho74.62Eff Leverage0.0226Vega