0.29Open0.39Pre Close1.22K Volume2.86K Open Interest18.00Strike Price35.44KTurnover193.62%IV0.56%PremiumSep 20, 2024Expiry Date0.24Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5356Delta0.2314Gamma21.79Leverage Ratio-0.3831Theta-0.0002Rho-11.67Eff Leverage0.0035Vega