2.12Open2.19Pre Close153 Volume1.50K Open Interest31.00Strike Price33.07KTurnover62.21%IV0.15%PremiumJul 26, 2024Expiry Date2.37Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8774Delta0.0926Gamma13.22Leverage Ratio-0.0572Theta0.0030Rho11.59Eff Leverage0.0072Vega