0.10Open0.21Pre Close1.94K Volume2.52K Open Interest13.50Strike Price32.88KTurnover37.92%IV0.33%PremiumJul 26, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6632Delta1.9815Gamma86.35Leverage Ratio-0.0705Theta-0.0001Rho-57.26Eff Leverage0.0018Vega