0.40Open0.81Pre Close1.28K Volume2.97K Open Interest12.00Strike Price35.19KTurnover246.96%IV0.33%PremiumJan 3, 2025Expiry Date0.03Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8321Delta4.4149Gamma266.00Leverage Ratio-5.2662Theta0.0000Rho-221.34Eff Leverage0.0001Vega