0.65Open1.48Pre Close417 Volume66 Open Interest2260.00Strike Price35.35KTurnover27.00%IV0.88%PremiumOct 17, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeEuropeanOptions Type-0.0307Delta0.0066Gamma18238.86Leverage Ratio-3.4378Theta-0.0002Rho-560.44Eff Leverage0.0269Vega