0.65Open0.30Pre Close214 Volume166 Open Interest202.50Strike Price32.86KTurnover25.73%IV0.53%PremiumJul 26, 2024Expiry Date1.93Intrinsic Value100Multiplier1DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7875Delta0.0931Gamma80.23Leverage Ratio-0.3110Theta-0.0051Rho-63.18Eff Leverage0.0355Vega