0.03Open0.26Pre Close11 Volume124 Open Interest36.00Strike Price34.00Turnover35.82%IV5.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0721Delta0.1086Gamma851.50Leverage Ratio-0.0203Theta0.0003Rho61.42Eff Leverage0.0049Vega