3.20Open3.95Pre Close84 Volume52 Open Interest78.00Strike Price29.44KTurnover695.42%IV0.07%PremiumJul 26, 2024Expiry Date3.95Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8333Delta0.0645Gamma17.28Leverage Ratio-23.4121Theta0.0000Rho-14.40Eff Leverage0.0014Vega