354.94Open338.65Pre Close1 Volume2 Open Interest280.00Strike Price35.49KTurnover454.14%IV0.36%PremiumDec 13, 2024Expiry Date352.68Intrinsic Value100Multiplier2DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.9974Delta0.0000Gamma1.79Leverage Ratio-0.1968Theta0.0128Rho1.79Eff Leverage0.0034Vega