2.71Open2.16Pre Close123 Volume347 Open Interest90.00Strike Price35.43KTurnover79.82%IV1.57%PremiumDec 13, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5446Delta0.0887Gamma42.26Leverage Ratio-0.7845Theta-0.0019Rho-23.01Eff Leverage0.0222Vega