0.21Open0.20Pre Close4.01K Volume2.21K Open Interest39.50Strike Price35.86KTurnover44.91%IV0.23%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.4889Delta2.7977Gamma790.60Leverage Ratio-1.2361Theta0.0000Rho-386.51Eff Leverage0.0013Vega