11.60Open10.10Pre Close25 Volume164 Open Interest152.50Strike Price35.04KTurnover49.62%IV-0.16%PremiumDec 6, 2024Expiry Date14.46Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9651Delta0.0089Gamma11.32Leverage Ratio-0.0885Theta0.0161Rho10.92Eff Leverage0.0135Vega