2.40Open2.96Pre Close6 Volume29 Open Interest75.00Strike Price1.39KTurnover30.99%IV0.93%PremiumAug 16, 2024Expiry Date1.62Intrinsic Value100Multiplier24DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.6363Delta0.0606Gamma21.89Leverage Ratio-0.0537Theta0.0308Rho13.93Eff Leverage0.0751Vega