6.50Open5.60Pre Close63 Volume187 Open Interest607.50Strike Price34.07KTurnover24.53%IV0.85%PremiumOct 11, 2024Expiry Date0.55Intrinsic Value100Multiplier3DDays to Expiry5.19Extrinsic Value100Contract SizeAmericanOptions Type0.5271Delta0.0296Gamma105.75Leverage Ratio-1.0332Theta0.0255Rho55.74Eff Leverage0.2180Vega