5.25Open5.78Pre Close53 Volume1.93K Open Interest220.00Strike Price34.45KTurnover38.04%IV1.54%PremiumJul 19, 2024Expiry Date3.16Intrinsic Value100Multiplier7DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5855Delta0.0325Gamma33.62Leverage Ratio-0.2938Theta-0.0250Rho-19.68Eff Leverage0.1234Vega