20.70Open21.20Pre Close17 Volume4.60K Open Interest60.00Strike Price34.73KTurnover74.56%IV0.15%PremiumJan 17, 2025Expiry Date19.98Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9889Delta0.0028Gamma3.98Leverage Ratio-0.0195Theta0.0178Rho3.93Eff Leverage0.0041Vega