9.11Open9.92Pre Close27 Volume534 Open Interest108.00Strike Price29.45KTurnover116.06%IV1.56%PremiumJul 26, 2024Expiry Date10.65Intrinsic Value100Multiplier1DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type0.8898Delta0.0225Gamma10.34Leverage Ratio-0.4581Theta0.0036Rho9.20Eff Leverage0.0136Vega