0.05Open0.06Pre Close11.58K Volume24.59K Open Interest11.00Strike Price35.26KTurnover38.41%IV2.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2064Delta0.9345Gamma306.86Leverage Ratio-0.0224Theta0.0001Rho63.34Eff Leverage0.0023Vega