0.11Open0.09Pre Close1.56K Volume35 Open Interest21.50Strike Price35.95KTurnover53.39%IV4.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1996Delta0.2654Gamma186.17Leverage Ratio-0.0525Theta-0.0003Rho-37.16Eff Leverage0.0055Vega