0.32Open0.28Pre Close923 Volume1.77K Open Interest40.00Strike Price34.81KTurnover46.76%IV1.35%PremiumJul 26, 2024Expiry Date0.04Intrinsic Value100Multiplier2DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5007Delta0.2768Gamma67.73Leverage Ratio-0.1496Theta-0.0011Rho-33.91Eff Leverage0.0123Vega