0.09Open0.08Pre Close2.40K Volume1.06K Open Interest4.50Strike Price35.64KTurnover92.66%IV17.29%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.3363Delta0.4139Gamma22.80Leverage Ratio-0.0080Theta0.0007Rho7.67Eff Leverage0.0035Vega