0.15Open0.41Pre Close565 Volume264 Open Interest17.50Strike Price33.44KTurnover84.62%IV2.34%PremiumAug 9, 2024Expiry Date0.43Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6618Delta0.2142Gamma21.09Leverage Ratio-0.0741Theta0.0014Rho13.96Eff Leverage0.0074Vega