0.35Open0.55Pre Close1 Volume19 Open Interest29.00Strike Price35.00Turnover21.72%IV3.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2969Delta0.1924Gamma85.17Leverage Ratio-0.0101Theta-0.0062Rho-25.29Eff Leverage0.0288Vega