3.40Open4.00Pre Close105 Volume1.90K Open Interest115.00Strike Price35.65KTurnover32.41%IV2.08%PremiumJan 17, 2025Expiry Date0.93Intrinsic Value100Multiplier16DDays to Expiry2.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5244Delta0.0514Gamma32.59Leverage Ratio-0.0903Theta-0.0245Rho-17.09Eff Leverage0.0958Vega