0.35Open0.40Pre Close1 Volume267 Open Interest15.00Strike Price35.00Turnover70.31%IV2.53%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5737Delta0.4090Gamma42.94Leverage Ratio-0.0649Theta-0.0007Rho-24.64Eff Leverage0.0054Vega