11.60Open9.60Pre Close30 Volume34 Open Interest85.00Strike Price34.80KTurnover49.22%IV0.26%PremiumJan 17, 2025Expiry Date11.41Intrinsic Value100Multiplier20DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.8832Delta0.0251Gamma6.26Leverage Ratio-0.0343Theta-0.0278Rho-5.53Eff Leverage0.0339Vega