0.40Open0.48Pre Close23 Volume532 Open Interest6.00Strike Price1.15KTurnover131.71%IV3.05%PremiumAug 2, 2024Expiry Date0.43Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6803Delta0.4673Gamma9.69Leverage Ratio-0.0355Theta-0.0004Rho-6.59Eff Leverage0.0021Vega