0.06Open0.06Pre Close0 Volume100 Open Interest141.00Strike Price0.00Turnover34.24%IV3.49%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1115Delta0.0442Gamma621.40Leverage Ratio-0.1395Theta-0.0011Rho-69.29Eff Leverage0.0238Vega