0.52Open0.75Pre Close724 Volume3.42K Open Interest182.50Strike Price34.75KTurnover76.93%IV8.70%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0693Delta0.0102Gamma398.68Leverage Ratio-0.2838Theta-0.0010Rho-27.63Eff Leverage0.0226Vega