11.40Open14.00Pre Close31 Volume811 Open Interest160.00Strike Price34.41KTurnover43.79%IV3.44%PremiumDec 20, 2024Expiry Date5.32Intrinsic Value100Multiplier21DDays to Expiry5.68Extrinsic Value100Contract SizeAmericanOptions Type0.6496Delta0.0210Gamma16.29Leverage Ratio-0.1641Theta0.0577Rho10.58Eff Leverage0.1492Vega