0.05Open0.05Pre Close0 Volume11 Open Interest75.00Strike Price0.00Turnover48.75%IV24.03%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0085Gamma1210.20Leverage Ratio-0.0098Theta0.0006Rho26.98Eff Leverage0.0068Vega