0.12Open0.14Pre Close3 Volume218 Open Interest322.50Strike Price35.00Turnover81.88%IV2.66%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0385Delta0.0162Gamma3011.05Leverage Ratio-1.5423Theta0.0000Rho-115.79Eff Leverage0.0053Vega