0.04Open0.04Pre Close11 Volume640 Open Interest66.00Strike Price34.00Turnover40.14%IV7.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0186Gamma2859.60Leverage Ratio-0.0165Theta-0.0002Rho-65.07Eff Leverage0.0039Vega