0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover138.17%IV6.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2550Delta0.0758Gamma85.77Leverage Ratio-0.6209Theta0.0004Rho21.87Eff Leverage0.0099Vega