0.03Open0.08Pre Close15 Volume92 Open Interest24.00Strike Price35.00Turnover158.61%IV32.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0026Gamma3578.00Leverage Ratio-0.0078Theta0.0000Rho-18.63Eff Leverage0.0005Vega