0.15Open0.16Pre Close3.87K Volume12.32K Open Interest28.50Strike Price34.07KTurnover62.37%IV8.30%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0940Delta0.1108Gamma405.69Leverage Ratio-0.0375Theta0.0002Rho38.13Eff Leverage0.0041Vega