0.08Open0.18Pre Close5.03K Volume5.85K Open Interest30.00Strike Price35.22KTurnover33.40%IV1.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.2113Delta0.5379Gamma468.00Leverage Ratio-0.0650Theta-0.0002Rho-98.91Eff Leverage0.0047Vega