0.35Open0.40Pre Close1 Volume267 Open Interest15.00Strike Price35.00Turnover71.01%IV1.84%PremiumNov 29, 2024Expiry Date0.08Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6047Delta0.4002Gamma37.31Leverage Ratio-0.0638Theta-0.0007Rho-22.56Eff Leverage0.0052Vega