4.60Open5.00Pre Close59 Volume246 Open Interest18.00Strike Price35.10KTurnover185.32%IV9.12%PremiumJan 17, 2025Expiry Date4.36Intrinsic Value100Multiplier24DDays to Expiry2.04Extrinsic Value100Contract SizeAmericanOptions Type0.7577Delta0.0292Gamma3.49Leverage Ratio-0.0706Theta0.0070Rho2.65Eff Leverage0.0180Vega