0.35Open0.30Pre Close1 Volume76 Open Interest212.50Strike Price35.00Turnover34.45%IV2.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1351Delta0.0400Gamma582.13Leverage Ratio-0.2838Theta-0.0015Rho-78.62Eff Leverage0.0342Vega