0.32Open0.28Pre Close923 Volume1.71K Open Interest40.00Strike Price34.81KTurnover53.32%IV1.35%PremiumJul 26, 2024Expiry Date0.04Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5015Delta0.2774Gamma67.73Leverage Ratio-0.2083Theta-0.0009Rho-33.96Eff Leverage0.0108Vega