0.05Open0.07Pre Close11 Volume14.61K Open Interest7.00Strike Price35.00Turnover61.69%IV17.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0776Delta0.1340Gamma282.83Leverage Ratio-0.0047Theta-0.0003Rho-21.95Eff Leverage0.0026Vega