35.93Open30.00Pre Close1 Volume6 Open Interest955.00Strike Price3.59KTurnover34.58%IV0.22%PremiumDec 20, 2024Expiry Date33.92Intrinsic Value100Multiplier3DDays to Expiry2.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8556Delta0.0075Gamma25.67Leverage Ratio-0.9157Theta-0.0607Rho-21.97Eff Leverage0.2020Vega