0.55Open0.35Pre Close24 Volume41 Open Interest131.00Strike Price1.16KTurnover26.46%IV2.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2461Delta0.0864Gamma244.46Leverage Ratio-0.1446Theta0.0036Rho60.15Eff Leverage0.0434Vega