5.68Open5.44Pre Close2 Volume197 Open Interest135.00Strike Price1.14KTurnover29.88%IV2.30%PremiumAug 16, 2024Expiry Date2.64Intrinsic Value100Multiplier21DDays to Expiry3.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5815Delta0.0416Gamma25.70Leverage Ratio-0.0783Theta-0.0394Rho-14.95Eff Leverage0.1248Vega