0.30Open0.27Pre Close851 Volume2.25K Open Interest7.00Strike Price34.04KTurnover101.33%IV10.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3897Delta0.3492Gamma23.93Leverage Ratio-0.0220Theta0.0006Rho9.32Eff Leverage0.0042Vega