6.40Open8.20Pre Close53 Volume189 Open Interest78.00Strike Price35.96KTurnover484.20%IV-0.13%PremiumDec 27, 2024Expiry Date7.10Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0128Gamma11.94Leverage Ratio-2.7414Theta0.0001Rho11.72Eff Leverage0.0003Vega