0.35Open0.45Pre Close1 Volume33 Open Interest5.00Strike Price35.00Turnover89.48%IV11.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3648Delta0.3075Gamma15.03Leverage Ratio-0.0092Theta-0.0014Rho-5.48Eff Leverage0.0051Vega