0.35Open0.60Pre Close1.22K Volume1.19K Open Interest4.00Strike Price35.87KTurnover145.02%IV5.72%PremiumNov 22, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5443Delta0.6596Gamma16.08Leverage Ratio-0.0332Theta0.0002Rho8.75Eff Leverage0.0016Vega