0.27Open0.22Pre Close1.09K Volume3.52K Open Interest3.50Strike Price33.75KTurnover78.50%IV1.86%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8202Delta0.8106Gamma12.36Leverage Ratio-0.0102Theta0.0003Rho10.14Eff Leverage0.0011Vega