2.40Open0.74Pre Close48 Volume80 Open Interest770.00Strike Price34.62KTurnover57.32%IV0.50%PremiumAug 2, 2024Expiry Date4.30Intrinsic Value100Multiplier0DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type-0.4288Delta0.0223Gamma77.93Leverage Ratio-6.1103Theta-0.0051Rho-33.42Eff Leverage0.1204Vega