0.35Open0.45Pre Close1 Volume36 Open Interest2.50Strike Price35.00Turnover227.72%IV11.52%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier9DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.4475Delta0.4481Gamma6.48Leverage Ratio-0.0196Theta-0.0003Rho-2.90Eff Leverage0.0015Vega