0.35Open0.40Pre Close1 Volume50 Open Interest78.00Strike Price35.00Turnover17.57%IV3.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2532Delta0.1192Gamma190.03Leverage Ratio-0.0315Theta0.0076Rho48.11Eff Leverage0.0489Vega