0.06Open0.04Pre Close4.87K Volume3.35K Open Interest9.50Strike Price35.30KTurnover42.73%IV1.26%PremiumNov 8, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5342Delta1.1881Gamma65.66Leverage Ratio-0.0310Theta0.0003Rho35.07Eff Leverage0.0031Vega