0.03Open0.05Pre Close9 Volume768 Open Interest66.00Strike Price35.00Turnover596.90%IV13.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0237Delta0.0102Gamma2537.33Leverage Ratio-2.6590Theta0.0000Rho-60.08Eff Leverage0.0005Vega