0.35Open0.35Pre Close1 Volume10 Open Interest44.00Strike Price35.00Turnover21.72%IV3.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2441Delta0.1333Gamma129.86Leverage Ratio-0.0166Theta-0.0058Rho-31.69Eff Leverage0.0341Vega