0.40Open0.38Pre Close818 Volume6.68K Open Interest22.00Strike Price35.53KTurnover24.71%IV0.13%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8270Delta0.5537Gamma47.70Leverage Ratio-0.0255Theta0.0013Rho39.45Eff Leverage0.0048Vega