0.15Open0.10Pre Close129 Volume143 Open Interest9.50Strike Price1.16KTurnover32.75%IV2.03%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.3620Delta1.2121Gamma125.07Leverage Ratio-0.0171Theta0.0003Rho45.28Eff Leverage0.0035Vega