6.60Open8.30Pre Close44 Volume23 Open Interest242.50Strike Price28.97KTurnover56.45%IV2.41%PremiumJul 26, 2024Expiry Date1.04Intrinsic Value100Multiplier4DDays to Expiry5.86Extrinsic Value100Contract SizeAmericanOptions Type0.5434Delta0.0249Gamma35.04Leverage Ratio-0.7007Theta0.0168Rho19.04Eff Leverage0.1117Vega