0.40Open0.40Pre Close949 Volume10.25K Open Interest7.50Strike Price34.98KTurnover73.09%IV1.68%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier8DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6302Delta0.4576Gamma17.16Leverage Ratio-0.0211Theta0.0009Rho10.81Eff Leverage0.0043Vega