6.25Open11.70Pre Close71 Volume178 Open Interest245.00Strike Price35.68KTurnover838.26%IV0.01%PremiumNov 29, 2024Expiry Date4.99Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9132Delta0.0423Gamma49.02Leverage Ratio-248.9745Theta0.0000Rho44.76Eff Leverage0.0007Vega