0.48Open0.47Pre Close1.26K Volume1.67K Open Interest30.00Strike Price35.96KTurnover76.94%IV4.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2321Delta0.1844Gamma135.39Leverage Ratio-0.1539Theta-0.0003Rho-31.43Eff Leverage0.0066Vega