0.02Open0.03Pre Close14 Volume53 Open Interest120.00Strike Price31.00Turnover56.38%IV15.72%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0095Delta0.0040Gamma5186.00Leverage Ratio-0.0140Theta0.0001Rho49.44Eff Leverage0.0029Vega