0.11Open0.11Pre Close4.30K Volume5.29K Open Interest21.00Strike Price34.08KTurnover61.67%IV6.57%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1322Delta0.1623Gamma248.67Leverage Ratio-0.0410Theta-0.0003Rho-32.88Eff Leverage0.0046Vega