0.20Open0.20Pre Close0 Volume2 Open Interest111.00Strike Price0.00Turnover43.94%IV5.39%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1032Delta0.0434Gamma527.55Leverage Ratio-0.1181Theta0.0009Rho54.42Eff Leverage0.0169Vega