0.79Open0.69Pre Close421 Volume6.33K Open Interest18.50Strike Price35.39KTurnover52.90%IV0.17%PremiumOct 4, 2024Expiry Date0.79Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8690Delta0.3182Gamma21.34Leverage Ratio-0.0321Theta-0.0007Rho-18.54Eff Leverage0.0027Vega