0.35Open0.30Pre Close1 Volume177 Open Interest8.00Strike Price35.00Turnover30.90%IV1.83%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier27DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6455Delta0.5375Gamma20.50Leverage Ratio-0.0054Theta0.0037Rho13.23Eff Leverage0.0083Vega