4.73Open3.38Pre Close82 Volume815 Open Interest22.00Strike Price34.59KTurnover7934.65%IV1.63%PremiumJan 17, 2025Expiry Date3.60Intrinsic Value100Multiplier-2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9325Delta0.0618Gamma5.18Leverage Ratio-173.8163Theta0.0000Rho-4.83Eff Leverage0.0000Vega