0.62Open0.62Pre Close590 Volume822 Open Interest71.00Strike Price34.57KTurnover17.02%IV0.30%PremiumJul 26, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6535Delta0.3712Gamma118.70Leverage Ratio-0.0734Theta-0.0028Rho-77.57Eff Leverage0.0218Vega