2.90Open2.58Pre Close200 Volume399 Open Interest222.50Strike Price35.66KTurnover24.44%IV0.43%PremiumJan 10, 2025Expiry Date0.68Intrinsic Value100Multiplier1DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.5832Delta0.1094Gamma123.30Leverage Ratio-0.5661Theta0.0055Rho71.91Eff Leverage0.0570Vega