0.03Open0.03Pre Close0 Volume362 Open Interest15.00Strike Price0.00Turnover57.50%IV19.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0555Delta0.0848Gamma420.00Leverage Ratio-0.0060Theta0.0002Rho23.33Eff Leverage0.0026Vega