12.18Open12.70Pre Close30 Volume1.51K Open Interest110.00Strike Price35.66KTurnover27.23%IV0.80%PremiumAug 16, 2024Expiry Date9.89Intrinsic Value100Multiplier23DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.9205Delta0.0177Gamma11.20Leverage Ratio-0.0403Theta0.0645Rho10.31Eff Leverage0.0453Vega