4.65Open5.67Pre Close103 Volume916 Open Interest415.00Strike Price35.74KTurnover23.89%IV1.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.37Extrinsic Value100Contract SizeAmericanOptions Type0.3414Delta0.0377Gamma187.97Leverage Ratio-0.5445Theta0.0136Rho64.17Eff Leverage0.1495Vega