0.35Open0.75Pre Close1 Volume204 Open Interest32.00Strike Price35.00Turnover18.34%IV1.06%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier7DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4690Delta0.4885Gamma98.43Leverage Ratio-0.0222Theta-0.0026Rho-46.16Eff Leverage0.0178Vega