0.83Open1.05Pre Close14 Volume4 Open Interest9.00Strike Price1.17KTurnover90.93%IV2.61%PremiumJul 19, 2024Expiry Date0.59Intrinsic Value100Multiplier13DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6771Delta0.2125Gamma9.59Leverage Ratio-0.0233Theta0.0021Rho6.49Eff Leverage0.0067Vega