4.74Open5.30Pre Close81 Volume652 Open Interest36.00Strike Price34.07KTurnover95.23%IV1.17%PremiumDec 20, 2024Expiry Date3.42Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.8255Delta0.0787Gamma8.81Leverage Ratio-0.0994Theta-0.0030Rho-7.27Eff Leverage0.0089Vega