0.65Open0.30Pre Close214 Volume166 Open Interest202.50Strike Price32.86KTurnover26.52%IV0.21%PremiumJul 26, 2024Expiry Date2.58Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.7880Delta0.0930Gamma68.35Leverage Ratio-0.3253Theta-0.0048Rho-53.86Eff Leverage0.0343Vega