0.55Open0.45Pre Close46 Volume41 Open Interest23.50Strike Price1.41KTurnover167.56%IV25.86%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1281Delta0.0621Gamma94.35Leverage Ratio-0.0818Theta0.0003Rho12.09Eff Leverage0.0042Vega