0.08Open0.13Pre Close5.17K Volume5.13K Open Interest5.00Strike Price35.93KTurnover917.57%IV0.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5853Delta5.7920Gamma71.43Leverage Ratio-17.0444Theta0.0000Rho-41.81Eff Leverage0.0000Vega