0.49Open0.50Pre Close1.47K Volume221 Open Interest16.50Strike Price35.79KTurnover55.26%IV3.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.3033Delta0.3860Gamma94.06Leverage Ratio-0.0486Theta-0.0005Rho-28.53Eff Leverage0.0057Vega