0.45Open0.49Pre Close28 Volume237 Open Interest129.00Strike Price1.13KTurnover56.04%IV8.90%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.1066Delta0.0247Gamma344.27Leverage Ratio-0.1455Theta0.0015Rho36.69Eff Leverage0.0244Vega