3.30Open3.30Pre Close0 Volume32 Open Interest35.00Strike Price0.00Turnover22.10%IV3.21%PremiumJul 19, 2024Expiry Date2.11Intrinsic Value100Multiplier16DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.9044Delta0.0963Gamma16.31Leverage Ratio-0.0133Theta0.0145Rho14.75Eff Leverage0.0135Vega