40.50Open40.60Pre Close9 Volume4 Open Interest200.00Strike Price34.89KTurnover222.76%IV-0.78%PremiumDec 6, 2024Expiry Date39.81Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9669Delta0.0040Gamma4.02Leverage Ratio-0.6242Theta-0.0042Rho-3.89Eff Leverage0.0062Vega