0.35Open0.40Pre Close1 Volume838 Open Interest140.00Strike Price35.00Turnover33.01%IV10.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0815Delta0.0182Gamma364.31Leverage Ratio-0.0442Theta0.0039Rho29.70Eff Leverage0.0379Vega