33.80Open31.00Pre Close10 Volume3.36K Open Interest87.00Strike Price33.80KTurnover201.16%IV2.01%PremiumJul 19, 2024Expiry Date31.42Intrinsic Value100Multiplier1DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0017Gamma3.76Leverage Ratio-0.0677Theta0.0037Rho3.72Eff Leverage0.0021Vega