3.00Open2.27Pre Close119 Volume154 Open Interest126.00Strike Price35.50KTurnover1633.99%IV0.98%PremiumSep 27, 2024Expiry Date0.92Intrinsic Value100Multiplier0DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.7515Delta0.1965Gamma96.15Leverage Ratio-1176.8730Theta0.0000Rho72.26Eff Leverage0.0003Vega