6.50Open5.30Pre Close37 Volume76 Open Interest482.50Strike Price34.85KTurnover32.42%IV0.25%PremiumDec 20, 2024Expiry Date9.78Intrinsic Value100Multiplier3DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type-0.7415Delta0.0232Gamma38.83Leverage Ratio-0.7352Theta-0.0263Rho-28.79Eff Leverage0.1402Vega