0.10Open0.15Pre Close4 Volume441 Open Interest22.00Strike Price35.00Turnover57.47%IV3.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2129Delta0.3577Gamma226.20Leverage Ratio-0.0846Theta-0.0002Rho-48.16Eff Leverage0.0041Vega