0.35Open0.10Pre Close1 Volume25 Open Interest29.00Strike Price35.00Turnover66.73%IV15.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1314Delta0.0429Gamma96.46Leverage Ratio-0.0293Theta-0.0022Rho-12.67Eff Leverage0.0159Vega