1.57Open1.24Pre Close237 Volume4.26K Open Interest7.50Strike Price35.93KTurnover244.27%IV0.98%PremiumDec 27, 2024Expiry Date1.39Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9258Delta0.1717Gamma4.36Leverage Ratio-0.0250Theta-0.0002Rho-4.04Eff Leverage0.0005Vega