5.60Open5.10Pre Close67 Volume393 Open Interest80.00Strike Price34.42KTurnover2661.22%IV0.11%PremiumNov 29, 2024Expiry Date4.71Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9437Delta0.0368Gamma18.72Leverage Ratio-245.8524Theta0.0000Rho17.67Eff Leverage0.0001Vega