4.94Open2.35Pre Close65 Volume171 Open Interest145.00Strike Price32.77KTurnover67.32%IV1.32%PremiumAug 2, 2024Expiry Date3.71Intrinsic Value100Multiplier2DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.6968Delta0.0449Gamma28.06Leverage Ratio-0.6956Theta0.0059Rho19.55Eff Leverage0.0404Vega