35.50Open35.50Pre Close0 Volume131 Open Interest310.00Strike Price0.00Turnover45.51%IV1.55%PremiumDec 20, 2024Expiry Date30.24Intrinsic Value100Multiplier6DDays to Expiry5.26Extrinsic Value100Contract SizeAmericanOptions Type0.9425Delta0.0056Gamma10.98Leverage Ratio-0.2074Theta0.0516Rho10.34Eff Leverage0.0523Vega