3.00Open2.27Pre Close119 Volume154 Open Interest126.00Strike Price35.50KTurnover717.96%IV0.98%PremiumSep 27, 2024Expiry Date0.92Intrinsic Value100Multiplier0DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.8114Delta0.1759Gamma96.15Leverage Ratio-202.4515Theta0.0000Rho78.02Eff Leverage0.0006Vega