0.79Open0.88Pre Close375 Volume822 Open Interest71.00Strike Price30.11KTurnover16.98%IV0.38%PremiumJul 26, 2024Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6203Delta0.3683Gamma117.75Leverage Ratio-0.0731Theta-0.0029Rho-73.04Eff Leverage0.0234Vega