0.13Open0.09Pre Close3 Volume23 Open Interest79.00Strike Price35.00Turnover70.90%IV8.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0488Delta0.0221Gamma906.89Leverage Ratio-0.0825Theta-0.0002Rho-44.27Eff Leverage0.0065Vega