0.70Open0.58Pre Close463 Volume330 Open Interest607.00Strike Price35.79KTurnover10.31%IV0.17%PremiumDec 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.43Extrinsic Value100Contract SizeEuropeanOptions Type-0.4383Delta0.2574Gamma1620.21Leverage Ratio-1.3509Theta-0.0016Rho-710.12Eff Leverage0.0585Vega