11.45Open10.98Pre Close30 Volume1 Open Interest5.00Strike Price34.35KTurnover650.90%IV0.80%PremiumDec 6, 2024Expiry Date11.32Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9952Delta0.0017Gamma1.44Leverage Ratio-0.0144Theta0.0003Rho1.44Eff Leverage0.0002Vega