0.10Open0.12Pre Close2.25K Volume5.75K Open Interest19.00Strike Price34.83KTurnover18.97%IV0.84%PremiumDec 27, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5559Delta1.0543Gamma108.80Leverage Ratio-0.0214Theta0.0011Rho60.48Eff Leverage0.0078Vega