0.35Open1.15Pre Close1 Volume11 Open Interest36.50Strike Price35.00Turnover30.20%IV1.12%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4721Delta0.4910Gamma121.87Leverage Ratio-0.0941Theta-0.0009Rho-57.53Eff Leverage0.0107Vega