0.01Open0.04Pre Close32 Volume801 Open Interest12.00Strike Price34.00Turnover365.28%IV37.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0595Delta0.0706Gamma218.25Leverage Ratio-0.0400Theta0.0000Rho13.00Eff Leverage0.0005Vega