0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover232.62%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1102Delta0.0431Gamma236.27Leverage Ratio-0.8875Theta0.0001Rho26.04Eff Leverage0.0035Vega