3.80Open6.08Pre Close3 Volume144 Open Interest200.00Strike Price1.14KTurnover21.53%IV0.34%PremiumAug 16, 2024Expiry Date3.11Intrinsic Value100Multiplier3DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7723Delta0.0686Gamma53.45Leverage Ratio-0.2074Theta0.0155Rho41.28Eff Leverage0.0617Vega