0.36Open0.28Pre Close2.20K Volume8.86K Open Interest47.50Strike Price35.93KTurnover18.47%IV2.08%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1943Delta0.2933Gamma466.30Leverage Ratio-0.0310Theta0.0011Rho90.62Eff Leverage0.0140Vega