0.07Open1.15Pre Close2.48K Volume964 Open Interest32.00Strike Price32.35KTurnover101.78%IV19.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0611Delta0.0408Gamma357.20Leverage Ratio-0.0373Theta0.0002Rho21.82Eff Leverage0.0035Vega