44.22Open44.70Pre Close8 Volume145 Open Interest890.00Strike Price34.25KTurnover21.35%IV0.52%PremiumOct 18, 2024Expiry Date38.61Intrinsic Value100Multiplier4DDays to Expiry4.84Extrinsic Value100Contract SizeAmericanOptions Type0.9777Delta0.0025Gamma23.26Leverage Ratio-0.2156Theta0.0969Rho22.74Eff Leverage0.0522Vega