3.60Open7.00Pre Close70 Volume52 Open Interest337.50Strike Price34.79KTurnover42.09%IV-1.23%PremiumJul 26, 2024Expiry Date8.55Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8762Delta0.0287Gamma36.75Leverage Ratio-0.6988Theta-0.0067Rho-32.21Eff Leverage0.0350Vega