0.04Open0.10Pre Close10 Volume22 Open Interest560.00Strike Price35.00Turnover61.55%IV14.05%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0041Delta0.0005Gamma16367.33Leverage Ratio-0.0290Theta0.0001Rho66.58Eff Leverage0.0047Vega