31.25Open46.40Pre Close11 Volume18 Open Interest170.00Strike Price34.26KTurnover86.95%IV4.44%PremiumNov 15, 2024Expiry Date22.47Intrinsic Value100Multiplier23DDays to Expiry8.55Extrinsic Value100Contract SizeAmericanOptions Type0.7558Delta0.0075Gamma6.48Leverage Ratio-0.3042Theta0.0722Rho4.90Eff Leverage0.1508Vega