0.40Open0.54Pre Close1.12K Volume1.67K Open Interest6.00Strike Price35.60KTurnover109.78%IV2.92%PremiumDec 20, 2024Expiry Date0.16Intrinsic Value100Multiplier8DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5989Delta0.3932Gamma12.97Leverage Ratio-0.0259Theta0.0007Rho7.77Eff Leverage0.0035Vega