0.05Open0.07Pre Close6 Volume92 Open Interest44.50Strike Price34.00Turnover44.45%IV6.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0850Delta0.0851Gamma640.62Leverage Ratio-0.0371Theta0.0003Rho54.44Eff Leverage0.0064Vega