0.05Open0.05Pre Close0 Volume2 Open Interest17.50Strike Price0.00Turnover101.41%IV38.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0534Delta0.0458Gamma254.00Leverage Ratio-0.0101Theta0.0002Rho13.57Eff Leverage0.0025Vega