0.25Open0.33Pre Close604 Volume2.00K Open Interest40.50Strike Price34.99KTurnover29.35%IV0.19%PremiumNov 15, 2024Expiry Date0.64Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8165Delta0.3641Gamma57.14Leverage Ratio-0.0729Theta0.0012Rho46.65Eff Leverage0.0066Vega