0.04Open0.04Pre Close10 Volume772 Open Interest61.00Strike Price35.00Turnover175.69%IV34.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0010Gamma3109.67Leverage Ratio-0.0239Theta0.0000Rho-17.16Eff Leverage0.0015Vega