5.47Open5.47Pre Close60 Volume0 Open Interest5.00Strike Price33.12KTurnover292.21%IV0.14%PremiumJul 26, 2024Expiry Date5.56Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9973Delta0.0028Gamma2.19Leverage Ratio-0.0029Theta0.0005Rho2.18Eff Leverage0.0001Vega