0.60Open0.51Pre Close24 Volume60 Open Interest20.00Strike Price1.35KTurnover30.58%IV1.23%PremiumAug 2, 2024Expiry Date0.30Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6959Delta0.5552Gamma46.67Leverage Ratio-0.0330Theta0.0014Rho32.47Eff Leverage0.0072Vega