0.10Open0.08Pre Close4.02K Volume2.06K Open Interest26.00Strike Price33.86KTurnover28.35%IV2.41%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1425Delta0.3688Gamma483.27Leverage Ratio-0.0273Theta-0.0002Rho-68.87Eff Leverage0.0049Vega