34.06Open33.98Pre Close10 Volume5.06K Open Interest70.00Strike Price34.13KTurnover86.13%IV0.91%PremiumDec 20, 2024Expiry Date33.25Intrinsic Value100Multiplier20DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9784Delta0.0025Gamma3.07Leverage Ratio-0.0338Theta0.0377Rho3.01Eff Leverage0.0126Vega