0.19Open0.16Pre Close671 Volume196 Open Interest42.50Strike Price35.50KTurnover46.19%IV2.29%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.4823Delta0.2044Gamma59.23Leverage Ratio-0.1180Theta0.0020Rho28.57Eff Leverage0.0168Vega