35.00Open11.00Pre Close1 Volume9 Open Interest145.00Strike Price3.50KTurnover43.73%IV0.61%PremiumDec 20, 2024Expiry Date33.91Intrinsic Value100Multiplier23DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.9767Delta0.0028Gamma5.23Leverage Ratio-0.0395Theta0.0885Rho5.11Eff Leverage0.0248Vega