0.35Open0.25Pre Close1 Volume53 Open Interest106.00Strike Price35.00Turnover210.63%IV22.54%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0399Delta0.0042Gamma389.71Leverage Ratio-0.3221Theta-0.0003Rho-15.56Eff Leverage0.0084Vega