0.08Open0.11Pre Close3.57K Volume6.67K Open Interest25.50Strike Price34.20KTurnover41.12%IV0.79%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.3539Delta1.1038Gamma317.13Leverage Ratio-0.1693Theta0.0001Rho112.23Eff Leverage0.0030Vega