0.06Open0.07Pre Close9.81K Volume12.51K Open Interest9.50Strike Price35.74KTurnover66.61%IV6.98%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1113Delta0.2997Gamma290.57Leverage Ratio-0.0180Theta-0.0001Rho-32.34Eff Leverage0.0018Vega