0.70Open0.79Pre Close365 Volume6.75K Open Interest22.00Strike Price29.51KTurnover97.16%IV0.33%PremiumJul 26, 2024Expiry Date0.82Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7948Delta0.2999Gamma22.90Leverage Ratio-0.1725Theta-0.0003Rho-18.20Eff Leverage0.0028Vega