0.15Open0.35Pre Close45 Volume47 Open Interest28.50Strike Price1.11KTurnover26.43%IV1.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4042Delta0.4903Gamma125.69Leverage Ratio-0.0415Theta0.0013Rho50.80Eff Leverage0.0116Vega