35.00Open46.60Pre Close1 Volume2 Open Interest170.00Strike Price3.50KTurnover66.72%IV1.18%PremiumNov 15, 2024Expiry Date32.60Intrinsic Value100Multiplier13DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.9250Delta0.0054Gamma5.99Leverage Ratio-0.1521Theta0.0572Rho5.54Eff Leverage0.0553Vega