4.20Open2.91Pre Close90 Volume3.89K Open Interest60.00Strike Price35.81KTurnover53.07%IV0.47%PremiumDec 20, 2024Expiry Date3.70Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8473Delta0.0610Gamma15.73Leverage Ratio-0.1013Theta0.0065Rho13.33Eff Leverage0.0172Vega