0.30Open0.18Pre Close2.25K Volume1.46K Open Interest46.00Strike Price32.86KTurnover56.60%IV0.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1137Delta1.0612Gamma4578.00Leverage Ratio-0.9635Theta0.0000Rho520.61Eff Leverage0.0006Vega