4.20Open2.91Pre Close90 Volume3.89K Open Interest60.00Strike Price35.81KTurnover53.82%IV0.47%PremiumDec 20, 2024Expiry Date3.70Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8471Delta0.0610Gamma15.73Leverage Ratio-0.1040Theta0.0064Rho13.32Eff Leverage0.0170Vega