0.10Open0.15Pre Close4 Volume441 Open Interest22.00Strike Price35.00Turnover55.11%IV3.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2129Delta0.3575Gamma226.20Leverage Ratio-0.0783Theta-0.0002Rho-48.15Eff Leverage0.0043Vega