0.86Open0.89Pre Close772 Volume3.29K Open Interest11.50Strike Price34.08KTurnover53.03%IV0.63%PremiumJul 19, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7148Delta0.6656Gamma28.33Leverage Ratio-0.0329Theta-0.0006Rho-20.25Eff Leverage0.0033Vega