0.48Open0.47Pre Close1.26K Volume1.67K Open Interest30.00Strike Price35.96KTurnover67.85%IV4.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2320Delta0.1842Gamma135.39Leverage Ratio-0.1181Theta-0.0004Rho-31.40Eff Leverage0.0074Vega