3.40Open5.70Pre Close1 Volume235 Open Interest160.00Strike Price340.00Turnover11.89%IV-0.08%PremiumJul 19, 2024Expiry Date3.50Intrinsic Value100Multiplier12DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8547Delta0.0914Gamma43.17Leverage Ratio-0.0203Theta-0.0224Rho-36.90Eff Leverage0.0619Vega