0.05Open0.12Pre Close7 Volume111 Open Interest85.00Strike Price35.00Turnover13.53%IV1.44%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1121Delta0.2063Gamma1676.80Leverage Ratio-0.0337Theta0.0006Rho188.03Eff Leverage0.0130Vega