15.68Open16.00Pre Close22 Volume1.08K Open Interest432.50Strike Price35.85KTurnover37.66%IV0.23%PremiumDec 20, 2024Expiry Date19.09Intrinsic Value100Multiplier3DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.8831Delta0.0117Gamma22.30Leverage Ratio-0.4915Theta0.0370Rho19.69Eff Leverage0.0876Vega