0.40Open0.43Pre Close1.03K Volume3.51K Open Interest40.00Strike Price28.50KTurnover18.43%IV0.77%PremiumAug 2, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5312Delta0.5000Gamma116.03Leverage Ratio-0.0428Theta0.0024Rho61.63Eff Leverage0.0172Vega