15.55Open17.41Pre Close22 Volume190 Open Interest165.00Strike Price35.05KTurnover89.77%IV-0.38%PremiumNov 29, 2024Expiry Date16.42Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9471Delta0.0099Gamma10.86Leverage Ratio-0.2569Theta0.0069Rho10.29Eff Leverage0.0131Vega