0.02Open0.05Pre Close18 Volume303 Open Interest69.00Strike Price34.00Turnover37.23%IV6.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0220Delta0.0217Gamma3682.50Leverage Ratio-0.0160Theta-0.0001Rho-81.04Eff Leverage0.0034Vega