0.07Open0.11Pre Close29 Volume4 Open Interest566.00Strike Price1.12KTurnover32.77%IV0.53%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0609Delta0.0633Gamma11260.80Leverage Ratio-2.8451Theta0.0000Rho685.87Eff Leverage0.0070Vega