0.05Open0.03Pre Close7 Volume161 Open Interest43.00Strike Price29.00Turnover34.64%IV2.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.1691Gamma2795.33Leverage Ratio-0.0471Theta0.0000Rho152.37Eff Leverage0.0021Vega