34.90Open36.30Pre Close1 Volume23 Open Interest230.00Strike Price3.49KTurnover22.09%IV2.00%PremiumNov 15, 2024Expiry Date29.70Intrinsic Value100Multiplier24DDays to Expiry5.20Extrinsic Value100Contract SizeAmericanOptions Type0.9861Delta0.0024Gamma8.53Leverage Ratio-0.0375Theta0.1516Rho8.41Eff Leverage0.0239Vega