0.33Open0.70Pre Close30 Volume598 Open Interest10.00Strike Price1.15KTurnover84.93%IV22.65%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2701Delta0.1786Gamma30.98Leverage Ratio-0.0132Theta0.0013Rho8.37Eff Leverage0.0072Vega