0.03Open0.05Pre Close263 Volume1.60K Open Interest6.50Strike Price1.14KTurnover161.07%IV26.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1025Delta0.2034Gamma129.00Leverage Ratio-0.0181Theta0.0001Rho13.22Eff Leverage0.0010Vega