0.35Open0.37Pre Close35 Volume661 Open Interest4.00Strike Price1.10KTurnover63.65%IV2.14%PremiumAug 16, 2024Expiry Date0.20Intrinsic Value100Multiplier14DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6801Delta0.6798Gamma12.92Leverage Ratio-0.0071Theta0.0010Rho8.79Eff Leverage0.0030Vega