0.30Open0.35Pre Close29 Volume32 Open Interest2.50Strike Price1.15KTurnover99.99%IV1.41%PremiumJul 19, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9351Delta0.6003Gamma5.68Leverage Ratio-0.0029Theta-0.0002Rho-5.31Eff Leverage0.0003Vega