3.56Open5.04Pre Close115 Volume133 Open Interest107.00Strike Price35.36KTurnover542.59%IV-0.73%PremiumDec 6, 2024Expiry Date3.81Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8846Delta0.0634Gamma28.78Leverage Ratio-30.9207Theta0.0000Rho25.46Eff Leverage0.0011Vega