0.03Open0.07Pre Close8 Volume41 Open Interest187.50Strike Price35.00Turnover43.93%IV6.71%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0240Delta0.0079Gamma3091.54Leverage Ratio-0.0565Theta-0.0003Rho-74.07Eff Leverage0.0092Vega