3.56Open5.04Pre Close115 Volume133 Open Interest107.00Strike Price35.36KTurnover85.91%IV-0.73%PremiumDec 6, 2024Expiry Date3.81Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9888Delta0.0144Gamma28.41Leverage Ratio-0.1753Theta0.0005Rho28.09Eff Leverage0.0007Vega