0.21Open0.10Pre Close1.33K Volume287 Open Interest11.00Strike Price35.57KTurnover97.77%IV2.81%PremiumMay 16, 2025Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5256Delta0.5057Gamma33.91Leverage Ratio-0.0954Theta0.0003Rho17.82Eff Leverage0.0032Vega