26.80Open16.95Pre Close18 Volume160 Open Interest510.00Strike Price35.87KTurnover33.08%IV2.54%PremiumOct 18, 2024Expiry Date5.40Intrinsic Value100Multiplier22DDays to Expiry13.07Extrinsic Value100Contract SizeAmericanOptions Type0.5818Delta0.0094Gamma25.58Leverage Ratio-0.4151Theta0.1667Rho14.88Eff Leverage0.4913Vega