0.40Open0.38Pre Close818 Volume6.68K Open Interest22.00Strike Price35.53KTurnover22.19%IV0.13%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8302Delta0.5527Gamma47.70Leverage Ratio-0.0210Theta0.0015Rho39.60Eff Leverage0.0052Vega