3.97Open3.07Pre Close3 Volume139 Open Interest61.00Strike Price1.14KTurnover39.53%IV-0.86%PremiumAug 2, 2024Expiry Date4.00Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9337Delta0.0565Gamma14.07Leverage Ratio-0.0263Theta-0.0045Rho-13.14Eff Leverage0.0083Vega