0.35Open0.30Pre Close1 Volume29 Open Interest65.00Strike Price35.00Turnover80.91%IV11.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2442Delta0.0206Gamma29.94Leverage Ratio-0.0978Theta-0.0123Rho-7.31Eff Leverage0.0590Vega