0.22Open0.20Pre Close783 Volume387 Open Interest26.50Strike Price33.08KTurnover36.83%IV1.37%PremiumAug 2, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5582Delta0.3758Gamma51.09Leverage Ratio-0.0492Theta-0.0016Rho-28.52Eff Leverage0.0113Vega