3.80Open6.08Pre Close3 Volume144 Open Interest200.00Strike Price1.14KTurnover21.77%IV0.34%PremiumAug 16, 2024Expiry Date3.11Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7591Delta0.0663Gamma52.08Leverage Ratio-0.2051Theta0.0170Rho39.53Eff Leverage0.0672Vega