3.93Open6.24Pre Close91 Volume61 Open Interest7.50Strike Price34.74KTurnover579.35%IV3.05%PremiumJul 26, 2024Expiry Date3.66Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9517Delta0.0346Gamma3.00Leverage Ratio-0.1922Theta0.0001Rho2.85Eff Leverage0.0005Vega