4.44Open4.50Pre Close73 Volume77 Open Interest47.00Strike Price32.93KTurnover774.80%IV0.35%PremiumJul 5, 2024Expiry Date4.52Intrinsic Value100Multiplier-1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8868Delta0.0475Gamma10.85Leverage Ratio-10.2585Theta0.0000Rho9.62Eff Leverage0.0010Vega