0.34Open0.35Pre Close1 Volume62 Open Interest8.00Strike Price34.00Turnover69.63%IV0.78%PremiumOct 18, 2024Expiry Date0.28Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5373Delta0.2875Gamma11.03Leverage Ratio-0.0109Theta-0.0028Rho-5.92Eff Leverage0.0079Vega