0.35Open0.40Pre Close353 Volume438 Open Interest71.00Strike Price33.70KTurnover41.44%IV2.52%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type-0.3736Delta0.1253Gamma89.84Leverage Ratio-0.1591Theta-0.0027Rho-33.56Eff Leverage0.0276Vega