5.25Open5.78Pre Close53 Volume1.93K Open Interest220.00Strike Price34.45KTurnover38.34%IV1.54%PremiumJul 19, 2024Expiry Date3.16Intrinsic Value100Multiplier7DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5857Delta0.0325Gamma33.62Leverage Ratio-0.2989Theta-0.0246Rho-19.69Eff Leverage0.1223Vega