0.82Open1.11Pre Close521 Volume391 Open Interest51.00Strike Price35.28KTurnover50.22%IV2.07%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.4668Delta0.1691Gamma59.43Leverage Ratio-0.1674Theta0.0019Rho27.74Eff Leverage0.0186Vega