0.35Open1.15Pre Close1 Volume11 Open Interest36.50Strike Price35.00Turnover36.29%IV0.88%PremiumNov 29, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.4553Delta0.3978Gamma91.18Leverage Ratio-0.1098Theta-0.0009Rho-41.51Eff Leverage0.0109Vega