0.40Open0.48Pre Close23 Volume532 Open Interest6.00Strike Price1.15KTurnover127.34%IV3.05%PremiumAug 2, 2024Expiry Date0.43Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6801Delta0.4672Gamma9.69Leverage Ratio-0.0330Theta-0.0005Rho-6.59Eff Leverage0.0022Vega