0.15Open0.15Pre Close58 Volume914 Open Interest6.00Strike Price1.15KTurnover100.12%IV4.13%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4388Delta0.8971Gamma40.33Leverage Ratio-0.0528Theta-0.0001Rho-17.70Eff Leverage0.0017Vega