21.90Open30.10Pre Close16 Volume110 Open Interest820.00Strike Price35.04KTurnover37.21%IV0.50%PremiumSep 27, 2024Expiry Date17.86Intrinsic Value100Multiplier4DDays to Expiry4.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7152Delta0.0109Gamma34.43Leverage Ratio-1.2983Theta-0.0573Rho-24.62Eff Leverage0.2863Vega