0.34Open0.65Pre Close1 Volume72 Open Interest165.00Strike Price34.00Turnover31.10%IV14.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.0615Delta0.0104Gamma482.93Leverage Ratio-0.0295Theta0.0057Rho29.68Eff Leverage0.0454Vega