0.27Open0.03Pre Close1.59K Volume96 Open Interest40.00Strike Price34.76KTurnover83.07%IV2.37%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.3226Delta0.2424Gamma128.79Leverage Ratio-0.3623Theta0.0003Rho41.54Eff Leverage0.0064Vega