35.93Open30.00Pre Close1 Volume6 Open Interest955.00Strike Price3.59KTurnover34.32%IV0.22%PremiumDec 20, 2024Expiry Date33.92Intrinsic Value100Multiplier3DDays to Expiry2.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8554Delta0.0076Gamma25.67Leverage Ratio-0.9015Theta-0.0616Rho-21.96Eff Leverage0.2038Vega