35.50Open36.50Pre Close1 Volume2.00K Open Interest65.00Strike Price3.55KTurnover92.51%IV-0.16%PremiumJan 17, 2025Expiry Date35.66Intrinsic Value100Multiplier21DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9820Delta0.0020Gamma2.79Leverage Ratio-0.0303Theta0.0363Rho2.74Eff Leverage0.0107Vega