0.04Open0.03Pre Close549 Volume2.56K Open Interest11.50Strike Price1.06KTurnover222.99%IV30.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0327Delta0.0593Gamma587.33Leverage Ratio-0.0150Theta0.0000Rho19.18Eff Leverage0.0004Vega