12.18Open12.70Pre Close30 Volume1.51K Open Interest110.00Strike Price35.66KTurnover28.11%IV0.70%PremiumAug 16, 2024Expiry Date10.01Intrinsic Value100Multiplier23DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.9049Delta0.0197Gamma11.22Leverage Ratio-0.0446Theta0.0633Rho10.15Eff Leverage0.0516Vega