0.11Open0.21Pre Close3.26K Volume2.23K Open Interest27.00Strike Price31.97KTurnover29.53%IV1.99%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2874Delta0.5258Gamma253.14Leverage Ratio-0.0487Theta0.0005Rho72.76Eff Leverage0.0075Vega