15.68Open16.00Pre Close22 Volume1.08K Open Interest432.50Strike Price35.85KTurnover36.95%IV0.23%PremiumDec 20, 2024Expiry Date19.09Intrinsic Value100Multiplier4DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.8836Delta0.0117Gamma22.30Leverage Ratio-0.4749Theta0.0383Rho19.70Eff Leverage0.0889Vega