0.99Open1.04Pre Close662 Volume168 Open Interest97.00Strike Price35.58KTurnover1102.03%IV0.30%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6518Delta0.3222Gamma137.21Leverage Ratio-520.3032Theta0.0000Rho89.44Eff Leverage0.0004Vega