0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover144.06%IV5.21%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2869Delta0.0756Gamma72.79Leverage Ratio-0.7514Theta0.0005Rho20.88Eff Leverage0.0107Vega