0.40Open0.40Pre Close30 Volume111 Open Interest50.00Strike Price1.07KTurnover19.63%IV2.03%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3392Delta0.1881Gamma112.62Leverage Ratio-0.0235Theta-0.0059Rho-38.20Eff Leverage0.0365Vega