0.71Open0.70Pre Close473 Volume1.35K Open Interest23.00Strike Price35.91KTurnover37.78%IV4.25%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4958Delta0.1984Gamma30.44Leverage Ratio-0.0219Theta0.0057Rho15.09Eff Leverage0.0212Vega