4.34Open3.79Pre Close119 Volume980 Open Interest49.00Strike Price32.12KTurnover158.13%IV0.33%PremiumJul 26, 2024Expiry Date2.85Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7840Delta0.0873Gamma14.22Leverage Ratio-0.6360Theta-0.0008Rho-11.15Eff Leverage0.0062Vega