3.40Open3.94Pre Close1 Volume1.42K Open Interest120.00Strike Price340.00Turnover15.71%IV0.79%PremiumAug 16, 2024Expiry Date2.43Intrinsic Value100Multiplier24DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.7238Delta0.0670Gamma32.22Leverage Ratio-0.0464Theta0.0572Rho23.32Eff Leverage0.1062Vega