0.51Open0.42Pre Close590 Volume889 Open Interest67.00Strike Price32.35KTurnover14.08%IV0.49%PremiumAug 2, 2024Expiry Date0.17Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5500Delta0.3905Gamma139.23Leverage Ratio-0.0450Theta-0.0037Rho-76.58Eff Leverage0.0288Vega