32.00Open115.15Pre Close6 Volume26 Open Interest950.00Strike Price28.71KTurnover33.46%IV1.05%PremiumAug 16, 2024Expiry Date44.52Intrinsic Value100Multiplier21DDays to Expiry9.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6943Delta0.0049Gamma16.92Leverage Ratio-0.5264Theta-0.3116Rho-11.75Eff Leverage0.7672Vega