0.40Open0.53Pre Close726 Volume253 Open Interest30.00Strike Price28.97KTurnover37.66%IV3.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.3493Delta0.2414Gamma83.80Leverage Ratio-0.0429Theta0.0019Rho29.27Eff Leverage0.0151Vega