21.90Open30.10Pre Close16 Volume110 Open Interest820.00Strike Price35.04KTurnover31.47%IV0.31%PremiumSep 27, 2024Expiry Date19.45Intrinsic Value100Multiplier4DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type-0.7677Delta0.0116Gamma32.81Leverage Ratio-0.9372Theta-0.0600Rho-25.19Eff Leverage0.2597Vega