14.75Open16.69Pre Close26 Volume983 Open Interest115.00Strike Price35.80KTurnover164.59%IV0.56%PremiumNov 15, 2024Expiry Date11.89Intrinsic Value100Multiplier0DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.9924Delta0.0044Gamma10.66Leverage Ratio-0.2399Theta0.0006Rho10.58Eff Leverage0.0006Vega