3.73Open3.55Pre Close87 Volume2.99K Open Interest23.50Strike Price35.89KTurnover103.84%IV0.08%PremiumDec 27, 2024Expiry Date4.22Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9608Delta0.0428Gamma4.59Leverage Ratio-0.0166Theta-0.0017Rho-4.41Eff Leverage0.0017Vega
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