2.62Open3.30Pre Close126 Volume526 Open Interest90.00Strike Price35.80KTurnover30.27%IV2.94%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier20DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.5372Delta0.0612Gamma32.49Leverage Ratio-0.0686Theta0.0259Rho17.45Eff Leverage0.0852Vega