0.20Open0.15Pre Close2 Volume217 Open Interest195.00Strike Price35.00Turnover32.20%IV10.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0357Delta0.0057Gamma1087.55Leverage Ratio-0.0362Theta-0.0027Rho-38.86Eff Leverage0.0336Vega