0.05Open0.07Pre Close166 Volume1.10K Open Interest6.00Strike Price1.04KTurnover56.93%IV1.01%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6102Delta1.6817Gamma45.62Leverage Ratio-0.0307Theta-0.0002Rho-27.84Eff Leverage0.0015Vega