0.11Open0.21Pre Close3 Volume856 Open Interest810.00Strike Price34.00Turnover67.65%IV11.88%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0004Gamma5929.61Leverage Ratio-0.1311Theta-0.0005Rho-47.96Eff Leverage0.0174Vega