0.40Open0.40Pre Close31 Volume540 Open Interest22.50Strike Price1.16KTurnover55.99%IV2.23%PremiumAug 2, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5142Delta0.2886Gamma35.84Leverage Ratio-0.0644Theta-0.0014Rho-18.43Eff Leverage0.0098Vega