30.96Open37.52Pre Close11 Volume237 Open Interest205.00Strike Price33.80KTurnover97.62%IV0.28%PremiumAug 2, 2024Expiry Date29.69Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.9725Delta0.0049Gamma5.82Leverage Ratio-0.1001Theta-0.0083Rho-5.66Eff Leverage0.0092Vega