0.40Open0.40Pre Close0 Volume3 Open Interest23.00Strike Price0.00Turnover24.51%IV1.70%PremiumJul 19, 2024Expiry Date0.01Intrinsic Value100Multiplier12DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4819Delta0.3881Gamma57.48Leverage Ratio-0.0156Theta-0.0033Rho-27.70Eff Leverage0.0168Vega