2.25Open2.65Pre Close5 Volume15 Open Interest35.00Strike Price1.13KTurnover73.94%IV2.79%PremiumJul 19, 2024Expiry Date1.24Intrinsic Value100Multiplier11DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.6337Delta0.0784Gamma13.94Leverage Ratio-0.0816Theta0.0065Rho8.83Eff Leverage0.0244Vega