0.84Open0.94Pre Close254 Volume277 Open Interest93.00Strike Price31.79KTurnover29.11%IV0.56%PremiumDec 6, 2024Expiry Date1.02Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.6623Delta0.1391Gamma56.81Leverage Ratio-0.1604Theta0.0056Rho37.62Eff Leverage0.0330Vega