0.35Open0.60Pre Close1 Volume45 Open Interest32.00Strike Price35.00Turnover113.33%IV45.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1261Delta0.0330Gamma63.40Leverage Ratio-0.0287Theta0.0015Rho8.00Eff Leverage0.0115Vega