0.40Open0.40Pre Close31 Volume540 Open Interest22.50Strike Price1.16KTurnover56.53%IV2.23%PremiumAug 2, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5110Delta0.2859Gamma37.33Leverage Ratio-0.0651Theta-0.0014Rho-19.08Eff Leverage0.0099Vega