5.50Open5.40Pre Close64 Volume878 Open Interest80.00Strike Price34.57KTurnover32.55%IV1.33%PremiumOct 18, 2024Expiry Date4.08Intrinsic Value100Multiplier22DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.7586Delta0.0467Gamma15.86Leverage Ratio-0.0560Theta0.0349Rho12.04Eff Leverage0.0640Vega