2.20Open2.20Pre Close348 Volume701 Open Interest14.50Strike Price35.99KTurnover150.48%IV5.77%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.5414Delta0.1875Gamma16.64Leverage Ratio-0.1349Theta0.0007Rho9.01Eff Leverage0.0056Vega