5.20Open1.60Pre Close36 Volume124 Open Interest170.00Strike Price28.38KTurnover42.35%IV2.40%PremiumAug 16, 2024Expiry Date3.50Intrinsic Value100Multiplier12DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5820Delta0.0300Gamma23.62Leverage Ratio-0.1939Theta-0.0311Rho-13.75Eff Leverage0.1207Vega