0.15Open0.10Pre Close595 Volume789 Open Interest26.00Strike Price13.91KTurnover37.24%IV2.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.3719Delta0.3550Gamma93.96Leverage Ratio-0.0481Theta-0.0011Rho-34.95Eff Leverage0.0108Vega