0.03Open0.04Pre Close11 Volume128 Open Interest29.50Strike Price34.00Turnover45.59%IV8.37%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0481Delta0.0786Gamma1090.00Leverage Ratio-0.0144Theta0.0001Rho52.45Eff Leverage0.0028Vega