0.20Open0.15Pre Close2 Volume217 Open Interest195.00Strike Price35.00Turnover31.98%IV10.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0359Delta0.0058Gamma1086.88Leverage Ratio-0.0360Theta-0.0027Rho-38.97Eff Leverage0.0338Vega