0.25Open0.25Pre Close47 Volume348 Open Interest4.00Strike Price1.10KTurnover2050.56%IV1.30%PremiumJul 19, 2024Expiry Date0.15Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4902Delta0.3429Gamma7.00Leverage Ratio-3.0045Theta0.0000Rho-3.43Eff Leverage0.0002Vega