4.00Open3.30Pre Close105 Volume6 Open Interest122.00Strike Price35.47KTurnover67.69%IV2.45%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4577Delta0.0582Gamma49.90Leverage Ratio-0.6117Theta-0.0037Rho-22.84Eff Leverage0.0400Vega