0.10Open0.15Pre Close4 Volume441 Open Interest22.00Strike Price35.00Turnover49.76%IV3.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2127Delta0.3571Gamma226.20Leverage Ratio-0.0639Theta-0.0002Rho-48.12Eff Leverage0.0047Vega