0.01Open0.01Pre Close35 Volume1.78K Open Interest111.00Strike Price35.00Turnover245.74%IV20.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0007Gamma13993.00Leverage Ratio-0.0975Theta0.0000Rho-38.45Eff Leverage0.0004Vega