34.06Open33.98Pre Close10 Volume5.06K Open Interest70.00Strike Price34.13KTurnover85.90%IV0.91%PremiumDec 20, 2024Expiry Date33.25Intrinsic Value100Multiplier20DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9785Delta0.0025Gamma3.07Leverage Ratio-0.0336Theta0.0378Rho3.01Eff Leverage0.0126Vega