0.35Open0.35Pre Close1 Volume96 Open Interest39.00Strike Price35.00Turnover33.95%IV8.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1488Delta0.0620Gamma141.57Leverage Ratio-0.0169Theta-0.0040Rho-21.07Eff Leverage0.0256Vega