0.35Open0.30Pre Close1 Volume76 Open Interest212.50Strike Price35.00Turnover37.42%IV2.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1351Delta0.0400Gamma582.13Leverage Ratio-0.3229Theta-0.0013Rho-78.67Eff Leverage0.0315Vega