0.35Open0.40Pre Close1 Volume50 Open Interest78.00Strike Price35.00Turnover16.39%IV3.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2392Delta0.1227Gamma217.29Leverage Ratio-0.0283Theta0.0073Rho51.97Eff Leverage0.0478Vega