0.35Open0.40Pre Close1 Volume723 Open Interest18.00Strike Price35.00Turnover32.83%IV0.62%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7539Delta0.9713Gamma59.20Leverage Ratio-0.0443Theta-0.0004Rho-44.63Eff Leverage0.0031Vega