5.47Open5.04Pre Close2 Volume5.60K Open Interest30.00Strike Price1.09KTurnover86.30%IV4.42%PremiumAug 16, 2024Expiry Date3.90Intrinsic Value100Multiplier24DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.7487Delta0.0417Gamma6.40Leverage Ratio-0.0521Theta0.0137Rho4.79Eff Leverage0.0282Vega