0.35Open0.31Pre Close1 Volume222 Open Interest105.00Strike Price35.00Turnover28.94%IV9.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0809Delta0.0175Gamma356.37Leverage Ratio-0.0257Theta-0.0056Rho-28.84Eff Leverage0.0444Vega