11.71Open5.99Pre Close30 Volume141 Open Interest78.50Strike Price35.13KTurnover4883.88%IV0.55%PremiumJan 10, 2025Expiry Date11.34Intrinsic Value100Multiplier0DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.9318Delta0.0195Gamma5.88Leverage Ratio-277.9174Theta0.0000Rho-5.48Eff Leverage0.0002Vega