21.90Open30.10Pre Close16 Volume110 Open Interest820.00Strike Price35.04KTurnover37.61%IV0.46%PremiumSep 27, 2024Expiry Date18.23Intrinsic Value100Multiplier4DDays to Expiry3.68Extrinsic Value100Contract SizeAmericanOptions Type-0.7033Delta0.0110Gamma33.83Leverage Ratio-1.3456Theta-0.0568Rho-23.79Eff Leverage0.2923Vega