3.55Open4.03Pre Close113 Volume140 Open Interest357.50Strike Price34.44KTurnover28.63%IV1.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3404Delta0.0331Gamma141.55Leverage Ratio-0.4964Theta-0.0133Rho-48.18Eff Leverage0.1420Vega