4.94Open2.35Pre Close65 Volume171 Open Interest145.00Strike Price32.77KTurnover68.67%IV1.32%PremiumAug 2, 2024Expiry Date3.71Intrinsic Value100Multiplier2DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.6966Delta0.0449Gamma28.06Leverage Ratio-0.7259Theta0.0057Rho19.54Eff Leverage0.0396Vega