0.08Open0.11Pre Close4 Volume517 Open Interest47.50Strike Price34.00Turnover53.88%IV19.02%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0281Delta0.0097Gamma780.40Leverage Ratio-0.0125Theta-0.0007Rho-21.93Eff Leverage0.0080Vega