0.05Open0.07Pre Close3.82K Volume32.22K Open Interest4.00Strike Price34.65KTurnover87.17%IV4.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.4175Delta1.1882Gamma43.50Leverage Ratio-0.0207Theta0.0001Rho18.16Eff Leverage0.0015Vega