26.00Open29.14Pre Close14 Volume50 Open Interest1300.00Strike Price35.99KTurnover25.64%IV2.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry28.20Extrinsic Value100Contract SizeAmericanOptions Type0.4871Delta0.0047Gamma41.04Leverage Ratio-0.7777Theta0.3989Rho19.99Eff Leverage1.3300Vega