0.05Open0.05Pre Close0 Volume20 Open Interest22.00Strike Price0.00Turnover73.28%IV16.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0418Delta0.0316Gamma526.20Leverage Ratio-0.0150Theta-0.0002Rho-22.01Eff Leverage0.0034Vega