0.35Open0.35Pre Close1 Volume443 Open Interest50.00Strike Price35.00Turnover41.87%IV5.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2524Delta0.1047Gamma149.54Leverage Ratio-0.0676Theta-0.0025Rho-37.74Eff Leverage0.0233Vega