0.40Open0.53Pre Close1.30K Volume9.86K Open Interest3.00Strike Price35.88KTurnover194.66%IV16.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.4490Delta0.5074Gamma12.36Leverage Ratio-0.0211Theta0.0002Rho5.55Eff Leverage0.0016Vega