0.05Open0.08Pre Close7 Volume74 Open Interest89.00Strike Price35.00Turnover95.04%IV0.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4254Delta2.4462Gamma1782.60Leverage Ratio-24.6035Theta0.0000Rho-758.25Eff Leverage0.0007Vega