0.24Open0.21Pre Close1.62K Volume4.68K Open Interest14.50Strike Price35.41KTurnover48.68%IV1.59%PremiumDec 6, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5099Delta0.6875Gamma59.06Leverage Ratio-0.0518Theta-0.0005Rho-30.12Eff Leverage0.0048Vega