2.40Open0.74Pre Close48 Volume80 Open Interest770.00Strike Price34.62KTurnover57.32%IV0.58%PremiumAug 2, 2024Expiry Date3.66Intrinsic Value100Multiplier0DDays to Expiry4.44Extrinsic Value100Contract SizeAmericanOptions Type-0.4288Delta0.0223Gamma90.16Leverage Ratio-6.1103Theta-0.0051Rho-38.66Eff Leverage0.1204Vega