3.80Open3.76Pre Close3 Volume496 Open Interest140.00Strike Price1.15KTurnover46.36%IV8.73%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type0.3565Delta0.0235Gamma36.76Leverage Ratio-0.1286Theta0.0292Rho13.11Eff Leverage0.1278Vega