3.40Open3.40Pre Close1 Volume0 Open Interest42.50Strike Price340.00Turnover72.53%IV3.10%PremiumJul 19, 2024Expiry Date2.15Intrinsic Value100Multiplier5DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.7056Delta0.0977Gamma14.67Leverage Ratio-0.1137Theta-0.0041Rho-10.35Eff Leverage0.0168Vega