0.35Open1.06Pre Close1 Volume19 Open Interest150.00Strike Price35.00Turnover43.26%IV8.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0954Delta0.0212Gamma396.43Leverage Ratio-0.1020Theta0.0023Rho37.82Eff Leverage0.0314Vega