0.69Open0.40Pre Close990 Volume1.55K Open Interest117.00Strike Price35.79KTurnover182.06%IV0.01%PremiumDec 27, 2024Expiry Date0.29Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6502Delta1.0246Gamma348.39Leverage Ratio-64.9361Theta0.0000Rho-226.51Eff Leverage0.0007Vega