0.74Open0.51Pre Close706 Volume1.45K Open Interest4.00Strike Price35.11KTurnover81.14%IV0.80%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8580Delta0.6032Gamma11.19Leverage Ratio-0.0107Theta0.0004Rho9.60Eff Leverage0.0010Vega