0.05Open0.04Pre Close370 Volume2.32K Open Interest11.50Strike Price1.14KTurnover40.85%IV5.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1144Delta0.4235Gamma436.80Leverage Ratio-0.0111Theta0.0001Rho49.98Eff Leverage0.0022Vega