6.50Open5.60Pre Close63 Volume187 Open Interest607.50Strike Price34.07KTurnover25.26%IV0.85%PremiumOct 11, 2024Expiry Date0.55Intrinsic Value100Multiplier3DDays to Expiry5.19Extrinsic Value100Contract SizeAmericanOptions Type0.5268Delta0.0296Gamma105.75Leverage Ratio-1.0992Theta0.0241Rho55.70Eff Leverage0.2120Vega