0.05Open0.12Pre Close7 Volume2.40K Open Interest31.00Strike Price33.00Turnover16.67%IV3.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0843Delta0.2014Gamma1066.33Leverage Ratio-0.0073Theta-0.0005Rho-89.93Eff Leverage0.0071Vega