5.50Open11.70Pre Close37 Volume165 Open Interest225.00Strike Price29.08KTurnover56.04%IV1.54%PremiumJul 26, 2024Expiry Date4.76Intrinsic Value100Multiplier3DDays to Expiry3.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6291Delta0.0295Gamma28.15Leverage Ratio-0.6323Theta-0.0143Rho-17.71Eff Leverage0.0866Vega