35.70Open27.47Pre Close1 Volume21 Open Interest560.00Strike Price3.57KTurnover45.13%IV4.68%PremiumDec 20, 2024Expiry Date9.08Intrinsic Value100Multiplier21DDays to Expiry26.62Extrinsic Value100Contract SizeAmericanOptions Type0.5893Delta0.0063Gamma19.00Leverage Ratio-0.6133Theta0.1759Rho11.20Eff Leverage0.5312Vega