0.69Open0.40Pre Close990 Volume1.55K Open Interest117.00Strike Price35.79KTurnover100.20%IV0.01%PremiumDec 27, 2024Expiry Date0.29Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9792Delta0.3793Gamma348.39Leverage Ratio-6.5074Theta0.0000Rho-341.14Eff Leverage0.0001Vega