7.11Open6.30Pre Close50 Volume395 Open Interest17.00Strike Price35.55KTurnover206.93%IV1.26%PremiumJan 17, 2025Expiry Date6.81Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8606Delta0.0246Gamma3.13Leverage Ratio-0.0838Theta0.0043Rho2.70Eff Leverage0.0097Vega