3.93Open3.70Pre Close80 Volume512 Open Interest97.50Strike Price32.99KTurnover28.17%IV1.87%PremiumAug 16, 2024Expiry Date2.63Intrinsic Value100Multiplier25DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type0.6717Delta0.0486Gamma21.53Leverage Ratio-0.0625Theta0.0434Rho14.46Eff Leverage0.0953Vega