6.20Open8.70Pre Close62 Volume294 Open Interest22.00Strike Price34.36KTurnover342.05%IV6.92%PremiumDec 27, 2024Expiry Date4.38Intrinsic Value100Multiplier4DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6592Delta0.0560Gamma3.15Leverage Ratio-0.2883Theta-0.0019Rho-2.07Eff Leverage0.0070Vega
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