3.55Open4.03Pre Close113 Volume140 Open Interest357.50Strike Price34.44KTurnover28.92%IV1.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3405Delta0.0331Gamma141.55Leverage Ratio-0.5077Theta-0.0130Rho-48.19Eff Leverage0.1406Vega