0.19Open0.27Pre Close2 Volume64 Open Interest93.50Strike Price34.00Turnover23.78%IV1.52%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2130Delta0.1744Gamma461.23Leverage Ratio-0.1195Theta0.0011Rho98.25Eff Leverage0.0204Vega