2.70Open1.53Pre Close163 Volume634 Open Interest28.50Strike Price35.46KTurnover73.98%IV0.94%PremiumNov 29, 2024Expiry Date1.25Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7367Delta0.1511Gamma18.36Leverage Ratio-0.1078Theta0.0020Rho13.53Eff Leverage0.0095Vega