0.03Open0.03Pre Close0 Volume2 Open Interest160.00Strike Price0.00Turnover89.02%IV35.27%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0068Delta0.0013Gamma3943.33Leverage Ratio-0.0164Theta0.0001Rho26.73Eff Leverage0.0030Vega