0.06Open0.07Pre Close416 Volume1.62K Open Interest28.00Strike Price1.14KTurnover80.58%IV19.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0209Delta0.0250Gamma1561.33Leverage Ratio-0.0097Theta0.0001Rho32.56Eff Leverage0.0012Vega