3.90Open2.70Pre Close115 Volume190 Open Interest41.00Strike Price32.95KTurnover46.20%IV0.07%PremiumSep 13, 2024Expiry Date2.62Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9150Delta0.0771Gamma16.04Leverage Ratio-0.0448Theta0.0037Rho14.67Eff Leverage0.0068Vega