35.50Open36.50Pre Close1 Volume2.00K Open Interest65.00Strike Price3.55KTurnover113.14%IV-0.02%PremiumJan 17, 2025Expiry Date35.53Intrinsic Value100Multiplier21DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9595Delta0.0032Gamma2.78Leverage Ratio-0.0625Theta0.0349Rho2.67Eff Leverage0.0210Vega