0.45Open0.55Pre Close692 Volume751 Open Interest108.00Strike Price34.51KTurnover26.57%IV1.42%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.3581Delta0.1223Gamma123.47Leverage Ratio-0.1441Theta-0.0041Rho-44.21Eff Leverage0.0430Vega