0.05Open0.10Pre Close251 Volume392 Open Interest7.50Strike Price1.15KTurnover200.20%IV26.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0461Delta0.0495Gamma254.25Leverage Ratio-0.0242Theta0.0000Rho-11.73Eff Leverage0.0009Vega