44.22Open44.70Pre Close8 Volume145 Open Interest890.00Strike Price34.25KTurnover25.16%IV0.36%PremiumOct 18, 2024Expiry Date40.12Intrinsic Value100Multiplier4DDays to Expiry3.33Extrinsic Value100Contract SizeAmericanOptions Type0.9575Delta0.0037Gamma22.71Leverage Ratio-0.3421Theta0.0946Rho21.75Eff Leverage0.0888Vega