0.35Open0.40Pre Close1 Volume51 Open Interest78.00Strike Price35.00Turnover16.79%IV3.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2392Delta0.1227Gamma217.17Leverage Ratio-0.0296Theta0.0070Rho51.94Eff Leverage0.0467Vega