0.85Open0.74Pre Close17 Volume1.80K Open Interest23.00Strike Price1.15KTurnover60.87%IV1.67%PremiumAug 2, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5124Delta0.2535Gamma29.14Leverage Ratio-0.0737Theta0.0014Rho14.93Eff Leverage0.0103Vega