5.60Open7.73Pre Close89.82K Volume2.85K Open Interest5580.00Strike Price33.29MTurnover6.08%IV0.44%PremiumJul 23, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0133Delta0.0032Gamma111114.80Leverage Ratio-0.5051Theta0.0008Rho1475.33Eff Leverage0.0604Vega