0.08Open0.18Pre Close5.02K Volume5.85K Open Interest30.00Strike Price35.12KTurnover31.88%IV1.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.2057Delta0.5112Gamma468.08Leverage Ratio-0.0629Theta-0.0002Rho-96.26Eff Leverage0.0050Vega