0.20Open0.15Pre Close2 Volume217 Open Interest195.00Strike Price35.00Turnover32.83%IV10.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0055Gamma1090.95Leverage Ratio-0.0363Theta-0.0027Rho-38.13Eff Leverage0.0331Vega