0.02Open0.03Pre Close11 Volume4.11K Open Interest32.50Strike Price34.00Turnover50.06%IV6.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0585Delta0.0961Gamma1016.67Leverage Ratio-0.0241Theta0.0001Rho59.45Eff Leverage0.0028Vega