35.60Open35.70Pre Close1 Volume200 Open Interest180.00Strike Price3.56KTurnover66.12%IV1.30%PremiumDec 20, 2024Expiry Date32.83Intrinsic Value100Multiplier9DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type0.9484Delta0.0046Gamma6.34Leverage Ratio-0.1411Theta0.0441Rho6.02Eff Leverage0.0365Vega