0.35Open0.30Pre Close1.90K Volume2.20K Open Interest10.00Strike Price35.41KTurnover169.36%IV17.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.2956Delta0.1940Gamma29.27Leverage Ratio-0.0608Theta0.0003Rho8.65Eff Leverage0.0036Vega