35.50Open36.50Pre Close1 Volume2.00K Open Interest65.00Strike Price3.55KTurnover104.57%IV-0.28%PremiumJan 17, 2025Expiry Date35.79Intrinsic Value100Multiplier21DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9696Delta0.0027Gamma2.79Leverage Ratio-0.0476Theta0.0355Rho2.71Eff Leverage0.0166Vega