0.70Open0.95Pre Close662 Volume1.04K Open Interest980.00Strike Price28.96KTurnover53.21%IV12.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0153Delta0.0008Gamma3482.20Leverage Ratio-0.1797Theta0.0013Rho53.19Eff Leverage0.0339Vega