0.04Open0.04Pre Close5.94K Volume9.25K Open Interest3.00Strike Price35.88KTurnover73.49%IV1.68%PremiumJan 10, 2025Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5365Delta2.4506Gamma39.73Leverage Ratio-0.0186Theta-0.0001Rho-21.32Eff Leverage0.0009Vega