8.00Open7.22Pre Close40 Volume25 Open Interest95.00Strike Price34.90KTurnover33.76%IV0.07%PremiumJul 19, 2024Expiry Date10.34Intrinsic Value100Multiplier13DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9787Delta0.0237Gamma8.18Leverage Ratio-0.0055Theta-0.0072Rho-8.00Eff Leverage0.0075Vega