0.34Open0.38Pre Close1 Volume4.18K Open Interest77.50Strike Price34.00Turnover24.77%IV6.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.0839Delta0.0402Gamma549.33Leverage Ratio-0.0217Theta-0.0022Rho-46.09Eff Leverage0.0238Vega