0.56Open0.63Pre Close1.39K Volume6.63K Open Interest30.50Strike Price34.75KTurnover21.62%IV0.89%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3561Delta0.8109Gamma275.64Leverage Ratio-0.0564Theta0.0005Rho98.16Eff Leverage0.0079Vega