0.70Open1.17Pre Close665 Volume115 Open Interest26.50Strike Price28.49KTurnover37.88%IV2.09%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.4442Delta0.3665Gamma75.17Leverage Ratio-0.0547Theta0.0013Rho33.39Eff Leverage0.0112Vega