0.35Open0.40Pre Close1 Volume50 Open Interest78.00Strike Price35.00Turnover17.65%IV3.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2531Delta0.1191Gamma190.03Leverage Ratio-0.0318Theta0.0075Rho48.10Eff Leverage0.0486Vega