35.50Open29.50Pre Close10 Volume43 Open Interest35.00Strike Price35.50KTurnover550.40%IV1.66%PremiumDec 20, 2024Expiry Date34.35Intrinsic Value100Multiplier3DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.9415Delta0.0032Gamma1.95Leverage Ratio-0.6011Theta0.0027Rho1.84Eff Leverage0.0077Vega