0.23Open0.55Pre Close377 Volume106 Open Interest26.00Strike Price35.12KTurnover128.88%IV5.27%PremiumNov 29, 2024Expiry Date0.14Intrinsic Value100Multiplier4DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5026Delta0.1149Gamma18.47Leverage Ratio-0.1837Theta-0.0015Rho-9.29Eff Leverage0.0108Vega