0.80Open0.74Pre Close346 Volume599 Open Interest17.50Strike Price33.39KTurnover104.26%IV2.33%PremiumAug 2, 2024Expiry Date1.17Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7144Delta0.1886Gamma11.15Leverage Ratio-0.0759Theta-0.0013Rho-7.96Eff Leverage0.0059Vega