35.85Open38.20Pre Close1 Volume386 Open Interest340.00Strike Price3.59KTurnover29.69%IV0.98%PremiumDec 20, 2024Expiry Date32.22Intrinsic Value100Multiplier17DDays to Expiry3.63Extrinsic Value100Contract SizeAmericanOptions Type0.9266Delta0.0057Gamma11.03Leverage Ratio-0.1316Theta0.1505Rho10.22Eff Leverage0.1139Vega