0.21Open0.25Pre Close49 Volume858 Open Interest47.00Strike Price1.16KTurnover23.55%IV2.11%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2539Delta0.2537Gamma251.68Leverage Ratio-0.0439Theta-0.0014Rho-63.89Eff Leverage0.0172Vega