0.35Open0.30Pre Close1 Volume76 Open Interest212.50Strike Price35.00Turnover40.46%IV2.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1302Delta0.0399Gamma623.71Leverage Ratio-0.3392Theta-0.0010Rho-81.19Eff Leverage0.0278Vega