6.20Open6.80Pre Close56 Volume355 Open Interest90.00Strike Price34.55KTurnover32.28%IV0.85%PremiumDec 20, 2024Expiry Date5.58Intrinsic Value100Multiplier21DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.7830Delta0.0475Gamma13.62Leverage Ratio-0.0394Theta-0.0301Rho-10.66Eff Leverage0.0588Vega