0.10Open0.15Pre Close4 Volume438 Open Interest22.00Strike Price35.00Turnover64.68%IV3.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2302Delta0.3455Gamma188.50Leverage Ratio-0.1062Theta-0.0002Rho-43.39Eff Leverage0.0041Vega