3.56Open5.04Pre Close115 Volume133 Open Interest107.00Strike Price35.36KTurnover129.14%IV-1.34%PremiumDec 6, 2024Expiry Date4.49Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9631Delta0.0311Gamma25.63Leverage Ratio-0.8467Theta0.0003Rho24.68Eff Leverage0.0016Vega