0.03Open0.03Pre Close28 Volume778 Open Interest145.00Strike Price34.00Turnover42.80%IV9.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0048Gamma8826.67Leverage Ratio-0.0131Theta0.0001Rho79.49Eff Leverage0.0029Vega