0.35Open0.35Pre Close1 Volume10 Open Interest44.00Strike Price35.00Turnover21.78%IV3.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2441Delta0.1333Gamma129.86Leverage Ratio-0.0167Theta-0.0057Rho-31.70Eff Leverage0.0340Vega