0.35Open0.26Pre Close1 Volume640 Open Interest50.00Strike Price35.00Turnover59.59%IV18.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0816Delta0.0159Gamma163.04Leverage Ratio-0.0282Theta-0.0033Rho-13.31Eff Leverage0.0240Vega