0.07Open0.17Pre Close5 Volume45 Open Interest53.00Strike Price35.00Turnover57.17%IV8.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0513Delta0.0331Gamma826.71Leverage Ratio-0.0425Theta-0.0003Rho-42.41Eff Leverage0.0059Vega