0.57Open1.10Pre Close904 Volume3.48K Open Interest75.00Strike Price34.04KTurnover31.91%IV2.95%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2319Delta0.1135Gamma219.73Leverage Ratio-0.0939Theta-0.0020Rho-50.97Eff Leverage0.0257Vega