0.55Open0.20Pre Close903 Volume231 Open Interest38.00Strike Price35.90KTurnover60.97%IV7.07%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.1737Delta0.1164Gamma178.90Leverage Ratio-0.0762Theta0.0006Rho31.08Eff Leverage0.0093Vega