0.42Open0.32Pre Close644 Volume2.02K Open Interest37.00Strike Price35.97KTurnover40.25%IV1.11%PremiumDec 6, 2024Expiry Date0.17Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5356Delta0.2773Gamma56.23Leverage Ratio-0.0882Theta-0.0018Rho-30.12Eff Leverage0.0142Vega