0.08Open0.08Pre Close8 Volume481 Open Interest17.50Strike Price34.00Turnover33.90%IV1.91%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1682Delta0.6504Gamma445.00Leverage Ratio-0.0305Theta-0.0001Rho-74.87Eff Leverage0.0029Vega