3.90Open4.10Pre Close106 Volume18 Open Interest112.00Strike Price32.97KTurnover38.80%IV1.35%PremiumAug 16, 2024Expiry Date1.62Intrinsic Value100Multiplier3DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.6522Delta0.0810Gamma41.02Leverage Ratio-0.2393Theta0.0076Rho26.75Eff Leverage0.0435Vega