0.37Open0.37Pre Close576 Volume870 Open Interest101.00Strike Price33.96KTurnover29.75%IV2.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type-0.3631Delta0.1079Gamma116.01Leverage Ratio-0.1383Theta-0.0046Rho-42.12Eff Leverage0.0439Vega