6.50Open25.60Pre Close180 Volume10 Open Interest295.00Strike Price35.20KTurnover50.33%IV1.71%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2317Delta0.0526Gamma375.02Leverage Ratio-1.5669Theta0.0010Rho86.90Eff Leverage0.0351Vega