0.35Open0.41Pre Close1 Volume141 Open Interest12.50Strike Price35.00Turnover48.52%IV8.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2946Delta0.1967Gamma37.91Leverage Ratio-0.0108Theta-0.0029Rho-11.17Eff Leverage0.0125Vega