56.11Open76.33Pre Close6 Volume5 Open Interest2100.00Strike Price33.63KTurnover72.91%IV0.29%PremiumJul 10, 2024Expiry Date48.25Intrinsic Value100Multiplier0DDays to Expiry5.99Extrinsic Value100Contract SizeEuropeanOptions Type-0.9392Delta0.0039Gamma41.87Leverage Ratio-11.7678Theta-0.0083Rho-39.32Eff Leverage0.0506Vega