40.50Open40.60Pre Close9 Volume4 Open Interest200.00Strike Price34.89KTurnover227.05%IV-0.66%PremiumDec 6, 2024Expiry Date39.61Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9670Delta0.0040Gamma4.03Leverage Ratio-0.6484Theta-0.0040Rho-3.89Eff Leverage0.0061Vega