0.30Open0.27Pre Close796 Volume549 Open Interest45.50Strike Price34.74KTurnover79.16%IV8.86%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1848Delta0.0774Gamma125.73Leverage Ratio-0.1189Theta0.0008Rho23.24Eff Leverage0.0116Vega