5.92Open3.50Pre Close60 Volume7 Open Interest7.00Strike Price35.52KTurnover397.47%IV0.47%PremiumDec 6, 2024Expiry Date5.86Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9784Delta0.0123Gamma2.18Leverage Ratio-0.0324Theta0.0005Rho2.13Eff Leverage0.0005Vega