5.75Open5.55Pre Close60 Volume1 Open Interest10.50Strike Price34.83KTurnover252.30%IV0.25%PremiumJul 19, 2024Expiry Date5.71Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9581Delta0.0202Gamma2.79Leverage Ratio-0.0429Theta0.0011Rho2.68Eff Leverage0.0016Vega