0.05Open0.05Pre Close0 Volume525 Open Interest90.00Strike Price0.00Turnover22.66%IV7.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0374Delta0.0241Gamma1670.20Leverage Ratio-0.0116Theta0.0010Rho62.51Eff Leverage0.0122Vega