0.59Open0.52Pre Close27 Volume58 Open Interest61.00Strike Price1.14KTurnover16.26%IV0.78%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.2111Delta0.7706Gamma943.23Leverage Ratio-0.1040Theta-0.0002Rho-199.07Eff Leverage0.0067Vega