0.57Open1.04Pre Close1.00K Volume1.16K Open Interest150.00Strike Price35.35KTurnover38.61%IV3.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.1515Delta0.0463Gamma382.74Leverage Ratio-0.2204Theta-0.0016Rho-58.00Eff Leverage0.0308Vega