1.38Open0.78Pre Close11 Volume514 Open Interest48.00Strike Price1.15KTurnover19.55%IV0.36%PremiumJul 19, 2024Expiry Date0.60Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.7167Delta0.3490Gamma63.20Leverage Ratio-0.0375Theta-0.0032Rho-45.30Eff Leverage0.0171Vega