3.45Open4.13Pre Close171 Volume865 Open Interest89.00Strike Price34.60KTurnover49.80%IV0.90%PremiumDec 27, 2024Expiry Date0.56Intrinsic Value100Multiplier1DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5753Delta0.1474Gamma66.50Leverage Ratio-0.5046Theta-0.0018Rho-38.26Eff Leverage0.0209Vega