0.05Open0.09Pre Close13 Volume40 Open Interest91.00Strike Price32.00Turnover55.27%IV11.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0159Delta0.0066Gamma2941.71Leverage Ratio-0.0228Theta-0.0002Rho-46.84Eff Leverage0.0044Vega