345.68Open306.23Pre Close1 Volume7 Open Interest3550.00Strike Price34.57KTurnover73.85%IV-0.07%PremiumAug 30, 2024Expiry Date348.24Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9681Delta0.0004Gamma11.09Leverage Ratio-2.9286Theta0.1653Rho10.73Eff Leverage0.1939Vega