36.17Open26.55Pre Close10 Volume43 Open Interest315.00Strike Price35.71KTurnover55.11%IV0.45%PremiumDec 6, 2024Expiry Date34.07Intrinsic Value100Multiplier3DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.9759Delta0.0032Gamma10.27Leverage Ratio-0.1585Theta0.0268Rho10.03Eff Leverage0.0185Vega