0.81Open1.24Pre Close286 Volume426 Open Interest37.00Strike Price35.66KTurnover99.95%IV1.00%PremiumJan 10, 2025Expiry Date1.09Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.7357Delta0.1787Gamma27.30Leverage Ratio-0.3636Theta0.0006Rho20.09Eff Leverage0.0060Vega