0.05Open0.07Pre Close6 Volume92 Open Interest44.50Strike Price34.00Turnover44.06%IV6.50%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.0825Gamma557.73Leverage Ratio-0.0351Theta0.0003Rho44.89Eff Leverage0.0061Vega