0.05Open0.04Pre Close11 Volume294 Open Interest4.00Strike Price35.00Turnover260.99%IV27.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1151Delta0.3369Gamma105.33Leverage Ratio-0.0258Theta0.0000Rho12.12Eff Leverage0.0004Vega