0.20Open0.32Pre Close1.37K Volume2.18K Open Interest89.00Strike Price35.39KTurnover42.14%IV1.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2443Delta0.2578Gamma503.66Leverage Ratio-0.4958Theta0.0002Rho123.05Eff Leverage0.0091Vega