4.20Open2.91Pre Close90 Volume3.89K Open Interest60.00Strike Price35.81KTurnover52.15%IV0.47%PremiumDec 20, 2024Expiry Date3.70Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8476Delta0.0610Gamma15.73Leverage Ratio-0.0980Theta0.0068Rho13.33Eff Leverage0.0175Vega