0.10Open0.21Pre Close1.95K Volume2.52K Open Interest13.50Strike Price32.91KTurnover37.30%IV0.41%PremiumJul 26, 2024Expiry Date0.10Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8230Delta1.4564Gamma95.75Leverage Ratio-0.0478Theta-0.0001Rho-78.80Eff Leverage0.0012Vega