0.21Open0.25Pre Close49 Volume858 Open Interest47.00Strike Price1.16KTurnover23.54%IV2.03%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2488Delta0.2508Gamma238.90Leverage Ratio-0.0434Theta-0.0014Rho-59.45Eff Leverage0.0170Vega