12.90Open15.50Pre Close27 Volume461 Open Interest150.00Strike Price35.94KTurnover39.24%IV-0.12%PremiumDec 20, 2024Expiry Date12.95Intrinsic Value100Multiplier27DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7820Delta0.0210Gamma9.55Leverage Ratio-0.0683Theta-0.0664Rho-7.47Eff Leverage0.1097Vega