3.56Open5.04Pre Close115 Volume133 Open Interest107.00Strike Price35.36KTurnover201.51%IV-1.65%PremiumDec 6, 2024Expiry Date4.85Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9028Delta0.0535Gamma22.60Leverage Ratio-3.6125Theta0.0002Rho20.40Eff Leverage0.0027Vega