0.23Open0.28Pre Close2.35K Volume1.89K Open Interest3.00Strike Price34.95KTurnover130.31%IV1.69%PremiumJul 5, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6051Delta2.3030Gamma31.05Leverage Ratio-0.0475Theta0.0000Rho-18.79Eff Leverage0.0005Vega